Anderson, Torben G. Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment - Cambridge, Mass. : National Bureau of Economic Research, 1998 - 21 Subjects--Topical Terms: FOREIGN EXCHANGE MARKET--JAPAN--ECONOMETRIC MODELSSTOCK EXCHANGES--ECONOMETRIC MODELSECONOMICS--RESEARCH LC Class. No.: HG3977 / A523T