1. Acar, E., Lequeux, P., 1995. Trading rules profits and the underlying time series properties. Unpublished manuscript, Federal Reserve Bank of New York.
2. Intra-day and inter-market volatility in foreign exchange rates;Baillie;Review of Economic Studies,1991
3. Simple technical trading rules and the stochastic properties of stock returns;Brock;Journal of Finance,1992
4. Currency traders and exchange rate dynamics: a survey of the US market;Cheung;Journal of International Money and Finance,2000
5. Cheung, Y.W., Chinn, M.D., Marsh, I.W., 2000. How do U.K.-based foreign exchange dealers think their market operates? NBER Working Paper 7524.