NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Price Impacts of Deals and Predictability of the Exchange Rate Movements

Takatoshi Ito, Yuko Hashimoto

NBER Working Paper No. 12682
Issued in November 2006

---- Acknowledgements -----

The authors are grateful to EBS for providing a proprietary data set for academic purpose. The earlier version of the paper was presented at the NBER 17th Annual East Asian Seminar on Economics in Hawaii June 22-24, 2006. We are grateful to Peter Garber, Eli Remolona and Andy Rose for their comments. Ito gratefully acknowledges financial support from the Japan Society for the Promotion of Science, Grants-in-aid, Basic Research (A-2-15203008). Hashimoto gratefully acknowledges financial supports from the Japan Society for the Promotion of Science, Grants-in-aid for Young Scientists (B17730211). The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

return to bibliography page

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us