NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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High-frequency, Algorithmic Spillovers Between NASDAQ and Forex

Takatoshi Ito, Masahiro Yamada

NBER Working Paper No. 21122
Issued in April 2015

---- Acknowledgments ----

Ito acknowledges financial support Grant-in-Aid for Scientific Research A-25245044. We thank Frank Hatheway (Nasdaq OMX) for providing Nasdaq OMX data. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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