Market efficiency in foreign exchange markets

Gabjin Oh; Seunghwan Kim; Cheoljun Eom

doi:10.1016/j.physa.2007.02.032

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

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

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

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

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

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

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

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

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

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

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