The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach
Open Access
- 1 October 1993
- journal article
- Published by Elsevier BV in Journal of International Money and Finance
- Vol. 12 (5), 451-474
- https://doi.org/10.1016/0261-5606(93)90034-9
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- Anomalies: Foreign ExchangeJournal of Economic Perspectives, 1990
- Equilibrium Exchange Rate HedgingThe Journal of Finance, 1990
- IS THE FOREIGN EXCHANGE MARKET EFFICIENT?Oxford Review of Economic Policy, 1989
- The statistical properties of daily foreign exchange rates: 1974–1983Journal of International Economics, 1988
- Beating the Foreign Exchange MarketThe Journal of Finance, 1986
- Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiencyPublished by Elsevier BV ,1985
- Bootstrap Methods: Another Look at the JackknifeThe Annals of Statistics, 1979
- The Efficiency of the Market for Foreign Exchange Under Floating Exchange RatesThe Review of Economics and Statistics, 1978
- Is Real-World Price a Tale Told by the Idiot of Chance?The Review of Economics and Statistics, 1976
- Filter Rules and Stock-Market TradingThe Journal of Business, 1966