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'White-Noise' in Imperfect Markets: The Case of the Franc/Dollar Exchange Rate

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  • Logue, Dennis E
  • Sweeney, Richard James

Abstract

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  • Logue, Dennis E & Sweeney, Richard James, 1977. "'White-Noise' in Imperfect Markets: The Case of the Franc/Dollar Exchange Rate," Journal of Finance, American Finance Association, vol. 32(3), pages 761-768, June.
    • Handle: RePEc:bla:jfinan:v:32:y:1977:i:3:p:761-68
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    Cited by:

    1. Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
    2. Petr Zeman, 2014. "Technical Trading and Testing of Intra-day Market Efficiency in the Foreign Exchange Market," Acta Universitatis Bohemiae Meridionales, University of South Bohemia in Ceske Budejovice, vol. 17(1), pages 3-13.
    3. L. Menkhoff & M. Schlumberger, 1995. "Persistent profitability of technical analysis on foreign exchange markets?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 48(193), pages 189-215.
    4. Stephan Schulmeister, 2000. "Technical Analysis and Exchange Rate Dynamics," WIFO Studies, WIFO, number 25857, February.
    5. Antoine Bouveret, 2010. "Politiques économiques, dynamique et équilibre de long terme du taux de change," Sciences Po publications info:hdl:2441/53r60a8s3ku, Sciences Po.
    6. Antoine Bouveret, 2010. "Economic policies, long run equilibrium and exchange rate dynamics [Politiques économiques, dynamique et équilibre de long terme du taux de change]," SciencePo Working papers Main tel-04097866, HAL.
    7. Michał Dominik Stasiak, 2018. "A study on the influence of the discretisation unit on the effectiveness of modelling currency exchange rates using the binary-temporal representation," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 28(2), pages 57-70.
    8. repec:spo:wpecon:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
    9. repec:hal:wpspec:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
    10. Yin-Wong Cheung & Clement Yuk-Pang Wong, 1997. "The Performance of Trading Rules on Four Asian Currency Exchange Rates," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 1-22, March.
    11. repec:hal:spmain:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS

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