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Does it matter where transaction takes place ?
https://doi.org/10.18999/ecos.51.1.31
https://doi.org/10.18999/ecos.51.1.312ac98933-d5f5-42fd-b4ba-390e181d7fec
名前 / ファイル | ライセンス | アクション |
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2008-12-10 | |||||
タイトル | ||||||
タイトル | Does it matter where transaction takes place ? | |||||
言語 | en | |||||
著者 |
家森, 信善
× 家森, 信善× YAMORI, Nobuyoshi |
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アクセス権 | ||||||
アクセス権 | open access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | 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. | |||||
言語 | en | |||||
出版者 | ||||||
出版者 | 名古屋大学経済学会 | |||||
言語 | ja | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
出版タイプ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
ID登録 | ||||||
ID登録 | 10.18999/ecos.51.1.31 | |||||
ID登録タイプ | JaLC | |||||
ISSN(print) | ||||||
収録物識別子タイプ | PISSN | |||||
収録物識別子 | 0022-9725 | |||||
書誌情報 |
ja : 経済科学 巻 51, 号 1, p. 31-38, 発行日 2003-06-30 |
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フォーマット | ||||||
値 | application/pdf | |||||
著者版フラグ | ||||||
値 | publisher | |||||
URI | ||||||
識別子 | http://hdl.handle.net/2237/10714 | |||||
識別子タイプ | HDL |