On market efficiency of Asian foreign exchange rates : evidence from a joint variance ratio test and technical trading rules
Chun I. Lee; Ming-Shiun Pan; Y. Angela Liu
| Year of publication: |
2001
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|---|---|
| Authors: | Lee, Chun I. ; Pan, Ming-Shiun ; Liu, Y. Angela |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 11.2001, 2, p. 199-214
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| Subject: | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Stochastischer Prozess | Stochastic process | Asien | Asia | Effizienzmarkthypothese | Efficient market hypothesis | Varianzanalyse | Analysis of variance | 1988-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international financial markets, institutions & money |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001575255