Yamori, Nobuyoshi; Mourdoukoutas, Panos - In: The Japanese finance : corporate finance and capital …, (pp. 443-459). 2003
The anomalous patterns in foreign exchange markets have received relatively little attention in the literature. This paper empirically investigates the Day-of-the-Week effect in the yen-dollar currency market for three decades and confirms that such effect did exist for the period 1973–1989,...
