T
Takatoshi Ito
Publications - 1
Citations - 811
Takatoshi Ito is an academic researcher. The author has contributed to research in topics: Vector autoregression & Foreign exchange market. The author has an hindex of 1, co-authored 1 publications receiving 772 citations.
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Meteor Showers Or Heat Wages? Heteroskedastic Intra-Daily Volatility In A The Foreign Exchange Market
TL;DR: In this paper, the authors define and test a form of market efficiency called market dexterity which requires that asset prices adjust instantaneously and completely in response to new information, and examine the impact of news in one market on the time path of volatility in other markets.