Using survey data to test market efficiency in the foreign exchange markets

P. C. Liu; G. S. Maddala

doi:10.1007/bf01206289

Using survey data to test market efficiency in the foreign exchange markets

Empirical Economics ◽

10.1007/bf01206289 ◽

1992 ◽

Vol 17 (2) ◽

pp. 303-314 ◽

Cited By ~ 18

Author(s):

P. C. Liu ◽

G. S. Maddala

Keyword(s):

Market Efficiency ◽

Survey Data ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Test Market

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Rationality of survey data and tests for market efficiency in the foreign exchange markets

Journal of International Money and Finance ◽

10.1016/0261-5606(92)90030-2 ◽

1992 ◽

Vol 11 (4) ◽

pp. 366-381 ◽

Cited By ~ 80

Author(s):

Peter C. Liu ◽

G.S. Maddala

Keyword(s):

Market Efficiency ◽

Survey Data ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

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Simple measures of market efficiency: A study in foreign exchange markets

Japan and the World Economy ◽

10.1016/j.japwor.2016.11.001 ◽

2017 ◽

Vol 41 ◽

pp. 1-16 ◽

Cited By ~ 7

Author(s):

Yoshihiro Kitamura

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

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Market efficiency in foreign exchange markets

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2007.02.032 ◽

2007 ◽

Vol 382 (1) ◽

pp. 209-212 ◽

Cited By ~ 78

Author(s):

Gabjin Oh ◽

Seunghwan Kim ◽

Cheoljun Eom

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

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Testing for efficiency and rationality in foreign exchange markets—a review of the literature and research on foreign exchange market efficiency and rationality with comments

Journal of International Money and Finance ◽

10.1016/s0261-5606(01)00042-0 ◽

2002 ◽

Vol 21 (2) ◽

pp. 223-239 ◽

Cited By ~ 14

Author(s):

Peijie Wang ◽

Trefor Jones

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Foreign Exchange Markets ◽

Exchange Market ◽

Review Of The Literature ◽

Exchange Markets

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A Study on the Efficiency of the Foreign Exchange Markets: Evidence from Korea, Japan and China

The Institute of Management and Economy Research ◽

10.32599/apjb.11.1.202003.61 ◽

2020 ◽

Vol 11 (1) ◽

pp. 61-75

Author(s):

Il-Hyun Yoon ◽

Yong-Min Kim

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Japan And China

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Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets

10.15396/eres2015_69 ◽

2015 ◽

Author(s):

Simon Stevenson

Keyword(s):

Real Estate ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Volatility Transmission ◽

Variate Analysis ◽

Exchange Markets

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Government Intervention and Adverse Selection Costs in Foreign Exchange Markets

CFA Digest ◽

10.2469/dig.v30.n4.757 ◽

2000 ◽

Vol 30 (4) ◽

pp. 16-18

Author(s):

Rajiv Kalra

Keyword(s):

Adverse Selection ◽

Foreign Exchange ◽

Government Intervention ◽

Foreign Exchange Markets ◽

Adverse Selection Costs ◽

Exchange Markets

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The Simultaneous Effect of Macroeconomic Surprises on Stock and Foreign Exchange Markets: Using U.S. And U.K. Data

SSRN Electronic Journal ◽

10.2139/ssrn.1100700 ◽

2008 ◽

Author(s):

Andrew Mun

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Simultaneous Effect ◽

Exchange Markets

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The Use of Foreign Exchange Markets by Non-Banks

SSRN Electronic Journal ◽

10.2139/ssrn.1865197 ◽

2011 ◽

Author(s):

James O'Connor ◽

James Wackett ◽

Robert Zammit

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

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Election Cycles in Emerging Markets: Effects on Equity and Foreign Exchange Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1948775 ◽

2011 ◽

Author(s):

Juan Mier

Keyword(s):

Emerging Markets ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Election Cycles

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