Feedback trading and autocorrelation interactions in the foreign exchange market: Further evidence
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- Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-70, March.
- Nikiforos Laopodis, 2008. "Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies," Journal of Economics and Finance, Springer, vol. 32(3), pages 271-293, July.
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- Maria Aguirre & Reza Saidi, 1999. "Feedback trading in exchange-rate markets: Evidence from within and across economic blocks," Journal of Economics and Finance, Springer, vol. 23(1), pages 1-14, March.
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