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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

Efficiency of Indian foreign exchange market

Dash, Shridhar - In: Journal of foreign exchange and international finance : … 12 (1998) 1, pp. 35-44

Persistent link: https://www.econbiz.de/10001400920

Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar

Masih, Abdul Mansur M. - In: Applied financial economics 5 (1995) 3, pp. 139-150

Persistent link: https://www.econbiz.de/10001185273

On the robustness of cointegration tests of the market efficiency hypothesis : evidence from six European foreign exchange markets

Masih, Abdul Mansur M. - In: Economia internazionale 47 (1994) 2, pp. 160-180

Persistent link: https://www.econbiz.de/10001175913

An empirical study of the interrelationships, integration and the efficiency of stock and foreign exchange markets in Fiji

Paul, Muthucattu Thomas; Uriam, Timiti - In: Journal of quantitative economics : official journal of … 12 (2014) 1, pp. 154-167

Persistent link: https://www.econbiz.de/10011504410

Foreign exchange market inefficiency and exchange rate anomalies

Li, Jing; Miller, Norman C. - In: Journal of international financial markets, … 34 (2015), pp. 311-320

Persistent link: https://www.econbiz.de/10011474591

Fast trading and the virtue of entropy : evidence from the foreign exchange market

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

Focusing on the foreign exchange reaction to macroeconomic announcements, we show that fast trading is positively and significantly correlated with the entropy of the distribution of quoted prices in reaction to news: a larger share of fast trading increases the degree of diversity of quotes in...

Persistent link: https://www.econbiz.de/10012037341

Dynamic efficiency of stock markets and exchange rates

Sensoy, Ahmet; Tabak, Benjamin Miranda - In: International review of financial analysis 47 (2016), pp. 353-371

Persistent link: https://www.econbiz.de/10011624263

Predictability, trading rule profitability and learning in currency markets

Potì, Valerio; Levich, Richard M.; Pattitoni, Pierpaolo; … - In: International review of financial analysis 33 (2014), pp. 117-129

Persistent link: https://www.econbiz.de/10010520065

Fast trading and the virtue of entropy : evidence from the foreign exchange market

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

Persistent link: https://www.econbiz.de/10012172721