Department of Finance, Southern Illinois University at Edwardsville. The author thanks Neil Myer, Radcliffe Edmonds, and two anonymous reviewers for comments and suggestions. He is also grateful to Richard Nyerges and Neil Myer for editorial assistance. Cary Chao has provided excellent research assistance. This project is supported by the Graduate School, Southern Illinois University at Edwardsville. The author is solely responsible for any errors in this study.
Comment and Reply
The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement—A Comment
Version of Record online: 30 APR 2012
© 1987 the American Finance Association
The Journal of Finance
Volume 42, Issue 1, pages 181–188, March 1987
How to Cite
SO, J. C. (1987), The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement—A Comment. The Journal of Finance, 42: 181–188. doi: 10.1111/j.1540-6261.1987.tb02560.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!