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'White-Noise' in Imperfect Markets: The Case of the Franc/Dollar Exchange Rate

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  • Logue, Dennis E
  • Sweeney, Richard James

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Suggested Citation

  • Logue, Dennis E & Sweeney, Richard James, 1977. "'White-Noise' in Imperfect Markets: The Case of the Franc/Dollar Exchange Rate," Journal of Finance, American Finance Association, vol. 32(3), pages 761-768, June.
    • Handle: RePEc:bla:jfinan:v:32:y:1977:i:3:p:761-68
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    Cited by:

    1. Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
    2. Petr Zeman, 2014. "Technical Trading and Testing of Intra-day Market Efficiency in the Foreign Exchange Market," Acta Universitatis Bohemiae Meridionales, University of South Bohemia in Ceske Budejovice, vol. 17(1), pages 3-13.
    3. L. Menkhoff & M. Schlumberger, 1995. "Persistent profitability of technical analysis on foreign exchange markets?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 48(193), pages 189-215.
    4. Stephan Schulmeister, 2000. "Technical Analysis and Exchange Rate Dynamics," WIFO Studies, WIFO, number 25857.
    5. repec:spo:wpmain:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
    6. Antoine Bouveret, 2010. "Economic policies, long run equilibrium and exchange rate dynamics [Politiques économiques, dynamique et équilibre de long terme du taux de change]," SciencePo Working papers Main tel-04097866, HAL.
    7. Michał Dominik Stasiak, 2018. "A study on the influence of the discretisation unit on the effectiveness of modelling currency exchange rates using the binary-temporal representation," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 28(2), pages 57-70.
    8. repec:spo:wpecon:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
    9. repec:hal:wpspec:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
    10. Yin-Wong Cheung & Clement Yuk-Pang Wong, 1997. "The Performance of Trading Rules on Four Asian Currency Exchange Rates," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 1-22, March.
    11. repec:hal:spmain:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS

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