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Foreign exchange rates
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Foreign exchange rates (1988)Foreign exchange ratesProof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts (2011)On Market Timing and Investme…The Out-of-Sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change (1987)The Out-of-Sample Forecasting…The "Speculative Efficiency" Hypothesis (1981)The "Speculative Efficiency" …On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts (1981)On Market Timing and Investme…International asset pricing with time-varying risk premia (1981)International asset pricing w…Expectations and the Forward Exchange Rate (1981)Expectations and the Forward …Commodity Price Forecasting with Large‐Scale Econometric Models and the Futures Market (1981)Commodity Price Forecasting w…The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …Tests of Rational Expectations in the Forward Exchange Market (1980)Tests of Rational Expectation…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Expectations and the Forward Exchange Rate (1980)Expectations and the Forward …Multiple maturities and time-varying risk premia in forward exchange markets (1991)Multiple maturities and time-…An evaluation of survey exchange rate forecasts (1990)An evaluation of survey excha…Information, futures prices, and stabilizing speculation (1978)Futures Markets and the Theory of the Firm Under Price Uncertainty (1980)Commodity Futures Prices as Forecasts (1997)From Microlevel Decisions to Landscape Changes: An Assessment of Agricultural Conservation Policies (2004)Short-run price forecast performance of individual and composite models for 496 corn cash markets (2016)Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Currency Hedging for International Portfolios (1993)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Short- Term Interest Rates as Predictors of Inflation (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Market Timing and Mutual Fund Investment Performance (1984)Forecasting exchange rates using feedforward and recurrent neural networks (1995)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration (1992)Regression neural network for error correction in foreign exchange forecasting and trading (2003)Advances in Forecasting under Instability (2013)An investigation of risk and return in forward foreign exchange (1984)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Inefficient Markets (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)
this work references cited by second hop

References

  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 2011On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts506 cited
  • 1981On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts504 cited
  • 1981The "Speculative Efficiency" Hypothesis440 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • 1981Commodity Price Forecasting with Large‐Scale Econometric Models and the Futures Market174 cited
  • 1987The Out-of-Sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change112 cited
  • 1980Tests of Rational Expectations in the Forward Exchange Market110 cited
  • 1980Expectations and the Forward Exchange Rate107 cited
  • 1981Expectations and the Forward Exchange Rate90 cited
  • 1981International asset pricing with time-varying risk premia89 cited

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Cited by

  • 1990An evaluation of survey exchange rate forecasts39 cited
  • 1991Multiple maturities and time-varying risk premia in forward exchange markets17 cited