collaborators

1 paper

q-fin.CP2023

Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly

Hiroki Bessho, Takanari Sugimoto, Tomoya Suzuki

Our previous research has confirmed that the USD/JPY rate tends to rise toward 9:55 every morning in the Gotobi days, which are divisible by five. This is called the Gotobi anomaly…