SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Efficiency in Foreign Exchange Markets · Study

PreprintShelves

PreprintEfficiency in Foreign Exchange Markets

Roberto Baviera1999

OA

Preprintgreen1999

Efficiency in Foreign Exchange Markets

Roberto Baviera · Michele Pasquini · Maurizio Serva · Davide Vergni · Angelo Vulpiani

35 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 35 citations exist upstream.

References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1995The New Issues Puzzle 1993A long memory property of stock market returns and a new model 1900Théorie de la spéculation 1996Long memory processes and fractional integration in econometrics

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1999Multiscale behaviour of volatility autocorrelations in a financial marketarticle · 9 shared references 2019Multifractal analysis of financial markets: a reviewarticle · 8 shared references 2002A microsimulation of traders activity in the stock market: The role of heterogeneity, agents' interactions and trade frictionsarticle · 8 shared references 2000Econophysics: financial time series from a statistical physics point of viewarticle · 8 shared references 1997Scaling in Stock Market Data: Stable Laws and Beyondchapter · 8 shared references 2002Market Fluctuations I: Scaling, Multiscaling, and Their Possible Originschapter · 8 shared references

Details

Year1999

Typepreprint

Published1999-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations35

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.147129

openalex_workW1566533489

Links

Imported from OpenAlex (CC0) — nothing here is generated.