On market efficiency of Asian foreign exchange rates: Evidence from a joint variance ratio test and technical trading rules

Chun I. Lee, Ming Shiun Pan, Y. Angela Liu

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)199-214
Number of pages16
JournalJournal of International Financial Markets, Institutions and Money
Volume11
Issue number2
DOIs
StatePublished - Jun 2001
Externally publishedYes

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Exchange rates
  • F31
  • Technical trading rules
  • Variance ratio test

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