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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

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

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

Persistent link: https://www.econbiz.de/10000757954