Essays on foreign exchange market efficiency

von Szakmary, Andrew Charles
Veröffentlicht 1989

Simple efficiency in floating and intra-EMS exchange rate markets

von Szakmary, Andrew Charles
Veröffentlicht in Journal of international financial markets, institutions & money (1991)

Central bank intervention and trading rule profits in foreign exchange markets

von Szakmary, Andrew Charles
Veröffentlicht in Journal of international money and finance (1997)

Industry momentum in an earlier time : evidence from the cowles data

von Szakmary, Andrew Charles
Veröffentlicht in The journal of financial research (2015)

Trend-following trading strategies in US stocks : a revisit

von Szakmary, Andrew Charles
Veröffentlicht in The financial review (2015)

The disappearing January/turn of the year effect : evidence from stock index futures and cash markets

von Szakmary, Andrew Charles
Veröffentlicht in The journal of futures markets (2004)

State lotteries as a source of revenue : a re-examination

von Szakmary, Andrew Charles
Veröffentlicht in Southern economic journal (1995)

Testing the unbiased forward rate hypothesis : evidence on unit roots, co-integration, and stochastic coefficients

von Barnhart, Scott W.
Veröffentlicht in Journal of financial and quantitative analysis (1991)

Price discovery in petroleum markets : arbitrage, cointegration, and the time interval of analysis

von Schwarz, Thomas V.
Veröffentlicht in The journal of futures markets (1994)

Price transmission dynamics between ADRs and their underlying foreign securities

von Kim, Minho
Veröffentlicht in Journal of banking & finance (2000)

Trend-following trading strategies in commodity futures : a re-examination

von Szakmary, Andrew Charles
Veröffentlicht in Journal of banking & finance (2009)

Momentum and constrarian strategies in international stock markets : further evidence

von Shen, Qian
Veröffentlicht in Journal of multinational financial management (2005)

Overshooting behavior in foreign exchange markets : evidence from cointegration tests

von Szakmary, Andrew Charles
Veröffentlicht in Research in international business and finance (1995)

An examination of momentum strategies in commodity futures markets

von Shen, Qian
Veröffentlicht in The journal of futures markets (2007)

An examination of Value Line's long-term projections

von Szakmary, Andrew Charles
Veröffentlicht in Journal of banking & finance (2008)

The timeliness of accounting disclosures in international security markets

von Conover, C. Mitchell
Veröffentlicht in International review of financial analysis (2008)

Seasonalities and intraday return patterns in the foreign currency futures market

von Cornett, Marcia Millon
Veröffentlicht in Journal of banking & finance (1995)

Emerging markets : is the trend still your friend?

von Conover, C. Mitchell
Veröffentlicht in Global finance journal (2017)