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Robust tests of forward exchange market efficiency with empirical evidence from the 1920s

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References

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1991

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On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective

448 cited

1989On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective425 cited

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2015Uncovered interest parity: The long and the short of it31 cited
1998Adaptive estimation of cointegrating regressions with ARMA errors26 cited
2009A Note on Unit Root Tests with Infinite Variance Noise22 cited
1999Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests21 cited