A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market
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Cited by:
- Julio E. Sandubete & León Beleña & Juan Carlos García-Villalobos, 2023. "Testing the Efficient Market Hypothesis and the Model-Data Paradox of Chaos on Top Currencies from the Foreign Exchange Market (FOREX)," Mathematics, MDPI, vol. 11(2), pages 1-29, January.
- Sandubete, Julio E. & Escot, Lorenzo, 2020. "Chaotic signals inside some tick-by-tick financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
- Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2015. "Estimating the Algorithmic Complexity of Stock Markets," Papers 1504.04296, arXiv.org.
- Azad, A.S.M. Sohel, 2009. "Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data," Research in International Business and Finance, Elsevier, vol. 23(3), pages 322-338, September.
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