Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability

Author: Hashimoto Yuko   Ito Takatoshi   Ohnishi Takaaki   Takayasu Misako   Takayasu Hideki   Watanabe Tsutomu  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.12, Iss.6, 2012-06, pp. : 893-905

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Abstract