Ashish Das

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Testing for Market Microstructure Effects in Intraday Volatility: a Reassessment of the Tokyo FX Experiment

NBER Working Paper No. w6666
Number of pages: 28 Posted: 29 Jun 2000 Last Revised: 10 Oct 2010
Northwestern University - Kellogg School of Management, Duke University - Finance and affiliation not provided to SSRN
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Abstract:

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