Similar Search Results - EconBiz

Is the Tokyo foreign exchange market efficient from two perspectives of forward bias and anomaly?

Kurihara, Yutaka - In: Modern economy 2 (2011) 4, pp. 597-601

Persistent link: https://www.econbiz.de/10009620658

Information jumps, liquidity jumps, and market efficiency

Tseng, Michael; Mahmoodzadeh, Soheil - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-21

We formulate a measure of information efficiency in a general, no-arbitrage semimartingale model of the price process. The market quality measure is applied to a high-frequency dataset from the interdealer FX market to identify changes in market efficiency after a decimalization of tick size.

Persistent link: https://www.econbiz.de/10013161552

The efficiency of the Polish zloty exchange rate market : the uncovered interest parity and fractal analysis approaches

Czech, Katarzyna; Pietrych, Łukasz - In: Risks : open access journal 9 (2021) 8, pp. 1-17

The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market. We test the market efficiency by applying two independent approaches, one based on the...

Persistent link: https://www.econbiz.de/10012612368

Nonlinearity and efficiency dynamics of foreign exchange markets : evidence from multifractality and volatility of major exchange rates

Han, Chenyu; Wang, Yiming; Xu, Yingying - In: Economic research 33 (2020) 1,1, pp. 731-751

Persistent link: https://www.econbiz.de/10013173575

Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market

Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Global business review 21 (2020) 4, pp. 956-969

Persistent link: https://www.econbiz.de/10012287504

Is the foreign exchange market efficiency adaptive? : the empirical evidence from India

Khuntia, Sashikanta; Pattanayak, Jamini Kanta; … - In: Journal of Asia Pacific business 19 (2018) 4, pp. 261-285

Persistent link: https://www.econbiz.de/10011955261

Efficient market hypothesis : foreign exchange market of Bangladesh

Firoj, Mahamuda; Khanom, Sharmina - In: International journal of economics and financial issues … 8 (2018) 6, pp. 99-103

Persistent link: https://www.econbiz.de/10011995930

Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency

Wickens, Michael R.; Thomas, Stephen - 1989

Persistent link: https://www.econbiz.de/10000779308

An empirical examination of foreign exchange market efficiency : applying the filter rule strategy to intra-daily DM/$ exchange rates

Kwok, Chuck C. Y.; Van de Gucht, Linda M. - 1991

Persistent link: https://www.econbiz.de/10000817938

Market structure and inefficiency in the foreign exchange market

Flood, Mark D. - 1991 - Rev

Persistent link: https://www.econbiz.de/10000876546

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