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Time Series Behaviour, Predictability and Speculation In the Hong Kong Foreign Exchange Market

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  • Y.H. Lui
  • K.V. Peasnell

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  • Y.H. Lui & K.V. Peasnell, 1989. "Time Series Behaviour, Predictability and Speculation In the Hong Kong Foreign Exchange Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(2), pages 145-163, March.
    • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:2:p:145-163
    DOI: 10.1111/j.1468-5957.1989.tb00010.x
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    References listed on IDEAS

    as
    1. Giddy, Ian H., 1976. "An Integrated Theory of Exchange Rate Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(5), pages 883-892, December.
    2. Steven W Kohlhagen, 1975. "The Performance of the Foreign Exchange Markets: 1971-1974," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 6(2), pages 33-40, June.
    3. Callier, Philippe, 1980. "Speculation and the Forward Foreign Exchange Rate: A Note," Journal of Finance, American Finance Association, vol. 35(1), pages 173-176, March.
    4. Burt, John & Kaen, Fred R & Booth, G Geoffrey, 1977. "Foreign Exchange Market Efficiency under Flexible Exchange Rates," Journal of Finance, American Finance Association, vol. 32(4), pages 1325-1330, September.
    5. Longworth, David, 1981. "Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium," Journal of Finance, American Finance Association, vol. 36(1), pages 43-49, March.
    6. Ian H Giddy & Gunter Dufey, 1975. "The Random Behavior of the Flexible Exchange Rates: Implications for Forecasting," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 6(1), pages 1-32, March.
    7. Richard J Rogalski & Joseph D Vinso, 1978. "Empirical Properties of Foreign Exchange Rates," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 9(2), pages 69-79, June.
    8. Westerfield, Janice Moulton, 1977. "An examination of foreign exchange risk under fixed and floating rate regimes," Journal of International Economics, Elsevier, vol. 7(2), pages 181-200, May.
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