## Abstract When there is a high concentration of informed yen/dollar traders active in Tokyo, theory suggests that there should be a faster adjustment of the yen/dollar exchange rate to the fullβinformation level. We exploit the data during a period believed to contain a high concentration of info
β¦ LIBER β¦
Intraday evidence of the informational efficiency of the yen/dollar exchange rate
β Scribed by Iwatsubo, Kentaro; Kitamura, Yoshihiro
- Book ID
- 127390996
- Publisher
- Taylor and Francis Group
- Year
- 2009
- Tongue
- English
- Weight
- 623 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0960-3107
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