Are foreign exchange markets really efficient?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. Cointegration-based tested of daily foreign exchange market efficiency;Coleman;Economics Letters,1990
2. An examination of the robustness of the weekend effect;Connolly;Journal of Financial and Quantitative Analysis,1989
3. Cointegration tests of daily foreign exchange data;Copeland;Oxford Bulletin of Economics and Statistics,1991
4. Likelihood ratio statistics for autoregressive time series with a unit root;Dickey;Econometrica,1981
5. Cointegration and error correction: Representation, estimation and testing;Engle;Econometrica,1987
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