On market efficiency of Asian foreign exchange rates: Evidence from a joint variance ratio test and technical trading rules

Journal of International Financial Markets, Institutions and Money

Volumn 11, Issue 2, 2001, Pages 199-214

  Lee, Chun I ^a   Pan, Ming Shiun ^b   Liu, Y Angela ^c  

^a TEXAS SOUTHERN UNIVERSITY   (United States)

^b Decis Sci Info Syst S ^*  (United States)

^c NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

Author keywords

Exchange rates; F31; Technical trading rules; Variance ratio test

Indexed keywords

EID: 0043240790     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(00)00050-0     Document Type: Article

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