Is there private information in the FX market?
Subtitle: the Tokyo experiment
By: Takatoshi Ito, Richard K. Lyons, Michael T. Melvin.
Contributors: Lyons, Richard K.; Melvin, Michael, 1948-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5936; Working paper series (National Bureau of Economic Research) -- working paper no. 5936.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 27
Subjects: Foreign exchange -- Econometric models; Foreign exchange market -- Econometric models
Notes: "February 1997."

JEL no. F31, G15.

Includes bibliographical references (p. 25-27).

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Electronic version available via the Internet at the NBER World Wide Web site.