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• Takatoshi Ito

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Article provided by Springer in its journal Journal of Economic Interaction and Coordination.

Volume (Year): 3 (2008)
Issue (Month): 1 (June)
Pages: 99-106
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Handle: RePEc:spr:jeicoo:v:3:y:2008:i:1:p:99-106

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Related research

Keywords: Econophysics; Foreign exchange market; Power-law distribution; Anomalous diffusion; C10; C16; D40; G10;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Parameswaran Gopikrishnan & Vasiliki Plerou & Luis A. Nunes Amaral & Martin Meyer & H. Eugene Stanley, 1999. "Scaling of the distribution of fluctuations of financial market indices," Quantitative Finance Papers cond-mat/9905305, arXiv.org. [Downloadable!]
2. Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series CIRJE-F-407, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
   • Ito, Takatoshi & Hashimoto, Yuko, 2006. "Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 637-664, December. [Downloadable!] (restricted)
3. Takatoshi Ito & Yuko Hashimoto, 2004. "Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System," NBER Working Papers 10856, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Fabrizio Lillo & J. Doyne Farmer, 2003. "The long memory of the efficient market," Quantitative Finance Papers cond-mat/0311053, arXiv.org, revised Jul 2004. [Downloadable!]
5. Fabrizio Lillo & J. Doyne Farmer, 2004. "The Long Memory of the Efficient Market," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(3). [Downloadable!]

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This page was last updated on 2009-12-4.