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Beating the Foreign Exchange Market
The Journal of Finance, 1986ABSTRACTFilter rule profits found in foreign exchange markets in the early days of the current managed float persist in later periods, as shown by statistical tests developed and implemented here. The test is consistent with, but independent of, a wide variety of asset pricing models.
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Journal of International Money and Finance, 2006
Judith Piggot, Andy Kilmister
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Judith Piggot, Andy Kilmister
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Foreign Exchange Markets and Foreign Exchange Rates
2009A foreign exchange market is a market where a convertible currency is exchanged for another convertible currency or other convertible currencies.
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Foreign Exchange Markets presents a selection of classic finance and economics articles on key topics in the behavior of exchange rates and the analysis of foreign exchange markets. The editor has written an authoritative introduction to the literature.
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Tests of microstructural hypotheses in the foreign exchange market
Journal of Financial Economics, 1995Richard K Lyons
exaly