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Trading rule profits in european currency spot cross-rates · Study

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ArticleTrading rule profits in european currency spot cross-rates

Chun I. Lee1996

Article1996

Trading rule profits in european currency spot cross-rates

Chun I. Lee · Ike Mathur

76 citations·0/0 files stored·Journal of Banking & 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

1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach 1986Beating the Foreign Exchange Market 1986Modeling The persistence Of Conditional Variances: A Comment 1988The statistical properties of daily foreign exchange rates: 1974–1983 1995Does foreign exchange intervention work?1991Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"1987Testing for market timing ability 1993Does Foreign Exchange Intervention Work

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2013Lessons from the evolution of foreign exchange trading strategies 2001On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules 2001Trading rule profits in Latin American currency spot rates 2007Model‐free evaluation of directional predictability in foreign exchange markets 2011Technical Analysis in the Foreign Exchange Market 1998

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2001Trading rule profits in Latin American currency spot ratesarticle · 6 shared references 2002Technical analysis and the effectiveness of central bank interventionarticle · 5 shared references 2001On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rulesarticle · 5 shared references 2001Technical trading rules in the spot foreign exchange markets of developing countriesarticle · 5 shared references 2000Further insights on the puzzle of technical analysis profitabilityarticle · 5 shared references 2003Are all Central Bank interventions created equal? An empirical investigationarticle · 5 shared references

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Year1996

Typearticle

Published1996-06-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations76

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0378-4266(95)00037-2

openalex_workW2016028951

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Technical Trading Rules in the European Monetary System

2001Technical trading rules in the spot foreign exchange markets of developing countries

2010Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets