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Random walk profits in currency futures trading

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  • Lee R. Thomas III

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  • Lee R. Thomas III, 1986. "Random walk profits in currency futures trading," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(1), pages 109-125, March.
  • Handle: RePEc:wly:jfutmk:v:6:y:1986:i:1:p:109-125
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    Cited by:

    1. Darvas, Zsolt, 2009. "Leveraged carry trade portfolios," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 944-957, May.
    2. Carol L. Osler, 1989. "Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: A Theoretical Investigation," NBER Working Papers 3060, National Bureau of Economic Research, Inc.
    3. Ankita Srivastava, 2017. "A review on pricing of currency futures in Indian foreign exchange market," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 13(2), pages 182-189.
    4. John Anderson, 2003. "A Test of Weak-Form Market Efficiency in Australian Bank Bill Futures Calendar Spreads," School of Economics and Finance Discussion Papers and Working Papers Series 134, School of Economics and Finance, Queensland University of Technology.

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