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Weak-Form Efficiency in Currency Markets
16 references·0 citing·46 second hop
Weak-Form Efficiency in Currency Markets (2008)Weak-Form Efficiency in Currency MarketsWHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)WHAT DO WE KNOW ABOUT THE PRO…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Do Momentum-Based Strategies Still Work in Foreign Currency Markets? (2003)Do Momentum-Based Strategies …Technical trading rule profitability and foreign exchange intervention (1999)Technical trading rule profit…Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the …The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…Beating the Foreign Exchange Market (1986)Beating the Foreign Exchange …Exchange rates and international macroeconomics (1984)Exchange rates and internatio…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The "Speculative Efficiency" Hypothesis (1981)The "Speculative Efficiency" …The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Essays in Positive Economics (1954)Essays in Positive EconomicsHow Big Is the Random Walk in GNP? (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)ARCH modeling in finance (1992)The Economics of Exchange Rates (2003)Introductory Econometrics for Finance (2008)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Market Statistics and Technical Analysis: The Role of Volume (1994)Chapter 24 Agent-based Computational Finance (2006)Currency momentum strategies (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Forecasting Stock Returns (2013)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Filter Rules and Stock-Market Trading (1966)Anomalies: Foreign Exchange (1990)High frequency data in financial markets: Issues and applications (1997)Agent-based computational finance: Suggested readings and early research (2000)Prospect Theory: An Analysis of Decision under Risk (1979)An Evolutionary Theory of Economic Change. (1983)Prospect theory: An analysis of decision under risk (1988)Institutional Investors and the Informational Efficiency of Prices (2009)Sustainable Development and Financial Markets (2015)Machine learning techniques and data for stock market forecasting: A literature review (2022)The market for borrowing stock (2002)Hedge Funds and the Technology Bubble (2004)The Market for News (2005)The New Institutionalism: Organizational Factors in Political Life (1983)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Shared Mental Models: Ideologies and Institutions (1994)
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1954Essays in Positive Economics3,204 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach641 cited
  • 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?609 cited
  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1981The "Speculative Efficiency" Hypothesis440 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 cited
  • 1984Exchange rates and international macroeconomics370 cited

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2003
Do Momentum-Based Strategies Still Work in Foreign Currency Markets?
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