Similar Search Results

Race to the Center : Competition for the Nikkei 225 Futures Trade

Ito, Takatoshi - 1996

This paper examines the impact of changes in margin requirements on returns, transaction volumes, and price volatility of Nikkei 225 futures on the Osaka Securities Exchange (OSE) and the Singapore International Monetary Exchange (SIMEX). An increase in margin requirement on one exchange is...

Persistent link: https://www.econbiz.de/10014395916

Japan's big bang and the transformation of financial markets

Itō, Takatoshi; Melvin, Michael - 1999

Persistent link: https://www.econbiz.de/10001400179

Intraday yen-dollar exchange rate movements : news or noise?

Itō, Takatoshi; Roley, Vernon Vance - 1988

Persistent link: https://www.econbiz.de/10000764050

Race to the center : competition for the Nikkei 225 futures trade

Itō, Takatoshi - 1996

Persistent link: https://www.econbiz.de/10000951686

Price volatility and volume spillovers between the Tokyo and New York stock markets

Itō, Takatoshi - 1993

Persistent link: https://www.econbiz.de/10000881895

Is there private information in the FX market? : The Tokyo experiment

Itō, Takatoshi - In: The journal of finance : the journal of the American … 53 (1998) 3, pp. 1111-1130

Persistent link: https://www.econbiz.de/10001243940

Japan's big bang and the transformation of financial markets

Itō, Takatoshi; Melvin, Michael - In: Japan's new economy : continuity and change in the …, (pp. 162-174). 2001

Persistent link: https://www.econbiz.de/10001574171

Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns

Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1992 - Rev

Persistent link: https://www.econbiz.de/10000853615

Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market

Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling - 1988

Persistent link: https://www.econbiz.de/10000133228

Intraday Yen/Dollar Exchange Rate Movements : News or Noise?

Itō, Takatoshi; Roley, Vernon Vance - 2021

Intraday movements in the yen/dollar rate are examined over the 1980-86 period using opening and closing quotes in the New York and Tokyo markets. The results indicate that random-walk behavior is violated about half of the time in various subsamples. However, the economic significance of...

Persistent link: https://www.econbiz.de/10013227002