NAGOYA Repository >
A400 経済学部・経済学研究科 >
A400b 紀要 >
経済科学 (The Economic Science) >
Please use this identifier to cite or link to this item:
|Title: ||Does it matter where transaction takes place ?|
|Authors: ||家森, 信善|
|Issue Date: ||30-Jun-2003|
|Citation: ||経済科学. v.51, n.1, 2003, p.31-38|
|Abstract: ||Although the day of the week anomaly has been internationally documented in the literature, the anomalous patterns are various across countries and assets. Unlike previous studies that investigated anomalies of different assets in different places, this paper focuses on the yen-dollar exchange rates, which is traded internationally. We find that where transaction took place was important in early period when the capital markets were segmented, but the place did not matter in the late 1980’s. Furthermore, we confirm that the day-of-the-week anomaly is not found in the 1990’s.|
|Appears in Collections:||経済科学 (The Economic Science)|
There was reading in 2 pieces of the previous month in this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.