EFFICIENCY OF MARKET FOR FOREIGN-EXCHANGE UNDER FLOATING EXCHANGE-RATES

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] Box George E. P, 1970, J AM STAT ASS

[3] Dooley Michael P., 1976, 76 FED RES BOARD INT

[4] FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (06) : 1387 - 1406

[5] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[6] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[7] GIDDY I, 1976, J INT BUSINESS STUD, V6, P1

[8] KATZ SI, 1975, 19753 NEW YORK U GRA

[9] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 394 - 419

[10] MCKINNON RI, 1974, 179 STANF U CTR RES

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] Box George E. P, 1970, J AM STAT ASS

[3] Dooley Michael P., 1976, 76 FED RES BOARD INT

[4] FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (06) : 1387 - 1406

[5] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[6] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[7] GIDDY I, 1976, J INT BUSINESS STUD, V6, P1

[8] KATZ SI, 1975, 19753 NEW YORK U GRA

[9] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 394 - 419

[10] MCKINNON RI, 1974, 179 STANF U CTR RES