Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system

Journal of the Japanese and International Economies

Volumn 20, Issue 4, 2006, Pages 637-664

  Ito, Takatoshi ^a   Hashimoto, Yuko ^b  

^a UNIVERSITY OF TOKYO   (Japan)

^b TOYO UNIVERSITY   (Japan)

Author keywords

Electronic broking system; Microstructure; Predictability

Indexed keywords

EID: 33751426653     PISSN: 08891583     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jjie.2006.06.005     Document Type: Article

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