Feedback trading and autocorrelation interactions in the foreign exchange market: Further evidence

Author:

Laopodis Nikiforos T.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference12 articles.

1. Feedback trading in exchange-rate markets: evidence from within and across economic blocks;Aguirre;Journal of Economics and Finance,1999

2. Charts, noise and fundamentals in the London foreign exchange market;Allen;The Economic Journal,1990

3. Stochastic modeling of security returns: evidence from the Helsinki stock exchange;Booth;European Journal of Operational Research,1992

4. Trading volume and serial correlation in stock returns;Campbell;Quarterly Journal of Economics,1993

5. Using survey data to test standard propositions regarding exchange rate expectations;Frankel;American Economic Review,1987

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