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Please use this identifier to cite or link to this item: http://hdl.handle.net/2237/10714

Title: Does it matter where transaction takes place ?
Authors: 家森, 信善
YAMORI, Nobuyoshi
Issue Date: 30-Jun-2003
Publisher: 名古屋大学経済学会
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.
URI: http://hdl.handle.net/2237/10714
ISSN: 0022-9725
selfDOI: 10.18999/ecos.51.1.31
Appears in Collections:経済科学 (The Economic Science)

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