Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency: A Proof

Edward Ghartey ()

Frontiers in Finance and Economics, 2004, vol. 1, issue 1, 37-45

Keywords: Martingale; rational expectation; random walk; weak-form foreign exchange market efficiency (search for similar items in EconPapers)
JEL-codes: C1 F3 (search for similar items in EconPapers)
Date: 2004
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.ffe.esc-lille.com/papers/ghartey.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ffe:journl:v:1:y:2004:i:1:p:37-45

Access Statistics for this article

Frontiers in Finance and Economics is currently edited by Ephraim Clark

More articles in Frontiers in Finance and Economics from SKEMA Business School
Bibliographic data for series maintained by Sophie Bodo ( this e-mail address is bad, please contact ).