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The Efficiency of the Market for Foreign Exchange under Floating Exchange Rates

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Author Info
Cornell, W Bradford
Dietrich, J Kimball
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Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 60 (1978)
Issue (Month): 1 (February)
Pages: 111-20
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:tpr:restat:v:60:y:1978:i:1:p:111-20

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  1. Goldberg, Michael & Schulmeister, Stephen, 1988. "Technical Analysis And Stock Market Efficiency," Working Papers 88-21, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  2. Beat Gerber, 1980. "Der Zufallscharakter im Wechselkursverhalten," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 116(IV), pages 403-422, December. [Downloadable!]
  3. Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS) 769, University of Warwick, Department of Economics. [Downloadable!]
    Other versions:
  4. Richard M. Levich & Lee R. Thomas, 1994. "The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach," NBER Working Papers 3818, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. J. Huston McCulloch, 1978. "The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable," NBER Working Papers 0264, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. R. Tschernig, . "Long Memory in Foreign Exchange Rates Revisited," Sonderforschungsbereich 373 1994-46, Humboldt Universitaet Berlin.
  7. Jeffrey A. Frankel & Charles Engel, 1985. "Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test," NBER Working Papers 1051, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  8. Bernd Lucke, 2003. "Are technical trading rules profitable? Evidence for head-and-shoulder rules," Applied Economics, Taylor and Francis Journals, vol. 35(1), pages 33-40, January. [Downloadable!] (restricted)
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