Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets

SSRN Electronic Journal ◽

10.2139/ssrn.138388 ◽

1998 ◽

Cited By ~ 4

Author(s):

Cornelis A. Los

Keyword(s):

Foreign Exchange ◽

High Frequency ◽

Foreign Exchange Markets ◽

Nonparametric Testing ◽

Exchange Markets

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Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets

Journal of Multinational Financial Management ◽

10.1016/s1042-444x(99)00012-2 ◽

1999 ◽

Vol 9 (3-4) ◽

pp. 265-289 ◽

Cited By ~ 11

Author(s):

Cornelis A. Los

Keyword(s):

Foreign Exchange ◽

High Frequency ◽

Foreign Exchange Markets ◽

Nonparametric Testing ◽

Exchange Markets

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High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets

Journal of Economic Issues ◽

10.1080/00213624.2018.1469883 ◽

2018 ◽

Vol 52 (2) ◽

pp. 387-395

Author(s):

Stenfors Alexis ◽

Susai Masayuki

Keyword(s):

Foreign Exchange ◽

High Frequency ◽

Foreign Exchange Markets ◽

High Frequency Trading ◽

Exchange Markets

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High-Frequency Data Analysis of Foreign Exchange Markets

Agent-Based Social Systems - Applications of Data-Centric Science to Social Design ◽

10.1007/978-981-10-7194-2_15 ◽

2019 ◽

pp. 225-245

Author(s):

Aki-Hiro Sato

Keyword(s):

Data Analysis ◽

Foreign Exchange ◽

High Frequency ◽

Foreign Exchange Markets ◽

High Frequency Data ◽

Frequency Data ◽

Exchange Markets

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Intraday volatility and scaling in high frequency foreign exchange markets

International Review of Financial Analysis ◽

10.1016/j.irfa.2011.02.008 ◽

2011 ◽

Vol 20 (3) ◽

pp. 121-126 ◽

Cited By ~ 12

Author(s):

Lars Seemann ◽

Joseph L. McCauley ◽

Gemunu H. Gunaratne

Keyword(s):

Foreign Exchange ◽

High Frequency ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Intraday Volatility

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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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