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Efficiency tests of foreign exchange markets for four Asian Countries · Study

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ArticleEfficiency tests of foreign exchange markets for four Asian Countries

Shu‐Mei Chiang2010

Article2010

Efficiency tests of foreign exchange markets for four Asian Countries

Shu‐Mei Chiang · Yen‐Hsien Lee · Hsin-Mei Su · Yi-Pin Tzou

39 citations·0/0 files stored·Research in International Business and Finance

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1991Efficient Capital Markets: II 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1991Efficient Capital Markets: II 1989The size and power of the variance ratio test in finite samples 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market 1993A simple multiple variance ratio test 1988The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 2000Alternative Variance-Ratio Tests Using Ranks and Signs

Cited by

2011Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes 2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes 2012Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets: Evidence from the Asian Financial Crisis 2016Green energy companies: Stock performance and IPO returns 2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA

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Year2010

Typearticle

Published2010-02-12

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations39

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ribaf.2010.01.001

openalex_workW1968917140

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2021Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis