Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System
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https://www.nber.org/papers/w12413
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资源简介：
This paper examines intra-day patterns of the exchange rate behavior, using the "firm" bid-ask quotes and transactions of USD-JPY and Euro-USD recorded in the electronic broking system of the spot foreign exchange markets. The U-shape of intra-day activities (deals and price changes) and return
提供机构：
美国国家经济研究局
创建时间：
2006-08-01
