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The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates
8 references·16 citing·40 second hop
The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates (1978)The Efficiency of the Market for Foreign …The variation of certain speculative prices (1997)The variation of certain spec…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…An equilibrium model of the international capital market (1974)An equilibrium model of the i…Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Futures Trading and Investor …Portfolio Theory and Capital Markets. (1972)Portfolio Theory and Capital …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Pricing Currency Risks (2022)Pricing Currency RisksWhat are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)What are the categories of ge…Technical trading: Is it still beating the foreign exchange market? (2016)Technical trading: Is it stil…The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007)The Obstinate Passion of Fore…The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2006)The Adaptive Markets Hypothes…Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market (2006)Technical Trading-Rule Profit…The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…Some evidence of random walk behavior of Euro exchange rates using ranks and signs (2004)Some evidence of random walk …An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks (2001)An Empirical Analysis of Data…Noisy Accounting Earnings Signals and Earnings Response Coefficients: The Case of Foreign Currency Accounting* (1993)Noisy Accounting Earnings Sig…The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach (1991)The Significance of Technical…The behavior of intra-daily exchange rates (1985)The behavior of intra-daily e…Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test (1984)Do asset-demand functions opt…A Test of Perfect Substitutability in the Foreign Exchange Market (1982)A Test of Perfect Substitutab…Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium (1981)Testing the Efficiency of the…Tests of Rational Expectations in the Forward Exchange Market (1980)Tests of Rational Expectation…Economic prediction using neural networks: the case of IBM daily stock returns (1988)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Stock market prediction with multiple classifiers (2006)Modelling Financial Time Series (2007)A local and global event sentiment based efficient stock exchange forecasting using deep learning (2019)Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)Risk, Return, and Equilibrium: Empirical Tests (1973)Hedging Pressure Effects in Futures Markets (2000)Momentum strategies in commodity futures markets (2007)Financialization in commodity markets: A passing trend or the new normal? 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this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1972Portfolio Theory and Capital Markets.1,221 cited
  • 1974An equilibrium model of the international capital market1,130 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums502 cited

Cited by

  • 2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?354 cited
  • 2001An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks238 cited
  • 1984Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test151 cited
  • 2006Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market149 cited
  • 1981Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium139 cited
  • 1991The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach

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113 cited
  • 2006The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market113 cited
  • 1980Tests of Rational Expectations in the Forward Exchange Market110 cited
  • 2016Technical trading: Is it still beating the foreign exchange market?104 cited
  • 1993Noisy Accounting Earnings Signals and Earnings Response Coefficients: The Case of Foreign Currency Accounting*102 cited
  • 1985The behavior of intra-daily exchange rates102 cited
  • 2004Some evidence of random walk behavior of Euro exchange rates using ranks and signs94 cited
  • 1982A Test of Perfect Substitutability in the Foreign Exchange Market88 cited
  • 2004The Profitability of Technical Analysis: A Review80 cited
  • 2007The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis78 cited
  • 2022Pricing Currency Risks71 cited