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Intraday Yen/Dollar Exchange Rate Movements: News or Noise?
16 references·0 citing·42 second hop
Intraday Yen/Dollar Exchange Rate Movements: News or Noise? (1988)Intraday Yen/Dollar Exchange Rate Movemen…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test (1987)Stock Market Prices Do Not Fo…Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Beating the Foreign Exchange Market (1986)Beating the Foreign Exchange …Stock Prices and Economic News (1985)Stock Prices and Economic NewsThe Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement (1982)The Distribution of Foreign E…On Unit Roots and the Empirical Modeling of Exchange Rates (1982)On Unit Roots and the Empiric…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…The "Speculative Efficiency" Hypothesis (1981)The "Speculative Efficiency" …Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …Stock returns and the weekend effect (1980)Stock returns and the weekend…Exchange Rate Economics: Where Do We Stand? (1980)Exchange Rate Economics: Wher…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)Expectations and Exchange Rate Dynamics (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Does the Stock Market Overreact? (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)The monetary dynamics of hyperinflation (1956)Stock Prices and Social Dynamics (1984)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Intraday Price Formation in U.S. Equity Index Markets (2003)Does Chatter Really Matter? Dynamics of User-Generated Content and Stock Performance (2011)Is market fragmentation harming market quality? (2011)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)What Determines Government Spending Multipliers? (2012)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)Investor Psychology and Asset Pricing (2001)
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References

  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 1987Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test735 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1980Exchange Rate Economics: Where Do We Stand?452 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1981The "Speculative Efficiency" Hypothesis440 cited
  • 1985Stock Prices and Economic News420 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • 1982On Unit Roots and the Empirical Modeling of Exchange Rates359 cited
  • 1982The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement

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