000000711 001__ 711 000000711 005__ 20241216115435.0 000000711 0247_ $$a10.37214/jofdata.16$$2DOI 000000711 041__ $$aeng 000000711 245__ $$aSupporting Information for "Foreign Exchange Fixings and Returns around the Clock" 000000711 251__ $$a1 000000711 260__ $$bOxford University Press 000000711 269__ $$a2024 000000711 336__ $$aDataset 000000711 506__ $$aReplication files may be downloaded directly from the link in the DOI field. The download will start immediately; note the data and code package totals 1.6 GB. 000000711 518__ $$o2023-12-18$$dAvailable 000000711 520__ $$aThis repository contains the code used for the paper Foreign Exchange Fixings and Returns Around the Clock by Krohn, Mueller, and Whelan (2023). The codes run on Matlab version 2020 and higher and no toolboxes are required. The code runs on Stata SE v16 and various dependencies are required which are prompted for on execution. <p><p>Supporting information for peer-reviewed article published in the Journal of Finance. Paper published online December 18, 2023.$$7Abstract 000000711 540__ $$aCreative Commons Attribution 4.0 International$$fCC-BY-4.0$$uhttps://creativecommons.org/licenses/by/4.0/legalcode 000000711 655__ $$aReproducibility Package 000000711 7001_ $$aKrohn, Ingomar$$7Personal$$1https://orcid.org/0000-0002-4211-8176$$2ORCID$$uBank of Canada$$3https://ror.org/05cc98565$$5ROR 000000711 7001_ $$aMueller, Philippe$$uFinance Group, Warwick Business School 000000711 7001_ $$aWhelan, Paul$$uDepartment of Finance, The Chinese University of Hong Kong Business School 000000711 791__ $$2DOI$$iReproducibility package is associated with peer-reviewed article$$tForeign Exchange Fixings and Returns around the Clock$$dThe Journal of Finance$$w10.1111/jofi.13306$$aJournalArticle$$c2023$$eIsSupplementTo 000000711 791__ $$2DOI$$w10.2139/ssrn.3521370$$dSSRN / Elsevier$$iAssociated article is published as conference paper$$tForeign Exchange Fixings and Returns Around the Clock$$aConferencePaper$$c2022$$eIsSupplementTo 000000711 791__ $$w10.34989/swp-2021-48$$2DOI$$iAssociated article is first published as Bank of Canada Staff Working Paper$$tForeign Exchange Fixings and Returns Around the Clock$$jStaff Working Paper$$dBank of Canada$$k2021-48$$aText$$c2021$$eIsSupplementTo 000000711 909CO $$ooai:www.oar-rao.bank-banque-canada.ca:711$$pbibliographic 000000711 937__ $$aKrohn, I., P. Mueller and P. Whelan$$ghttps://doi.org/10.1111/jofi.13306$$b2024$$cForeign Exchange Fixings and Returns around the Clock$$dThe Journal of Finance$$e79$$f1 000000711 980__ $$aStaff Research 000000711 980__ $$aRDM 000000711 980__ $$aResearch Reproducibility Packages 000000711 991__ $$aPublic