Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability

Publication Information

Title

Japanese:
English:	Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability

Author

Japanese:	Hashimoto, Y., Ito, T., Ohnishi, T., 高安美佐子, Takayasu, H., Watanabe, T..
English:	Hashimoto, Y., Ito, T., Ohnishi, T., Misako Takayasu, Takayasu, H., Watanabe, T..

Language

English

Journal/Book name

Japanese:
English:	Quantitative Finance

Volume, Number, Page

Vol. 12 No. 6 pp. 893-905

Published date

2012

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

DOI