مرکز منطقه ای اطلاع رساني علوم و فناوري - On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules

Title of article :

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

Author/Authors :

Chun I. Lee، نويسنده , , Ming-Shiun Pan، نويسنده , , Y. Angela Liu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

199

To page :

214

Keywords :

Exchange rates , Variance ratio test , Technical trading rules

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2001

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189617

Link To Document :