Trading rule profits in european currency spot cross-rates

Modeling The persistence Of Conditional Variances: A Comment

Francis X. Dieobold · Econometric Reviews · 1986 · 457 citations

Social Sciences, Business Economics, Economics +13

The statistical properties of daily foreign exchange rates: 1974–1983

David A. Hsieh · Journal of International Economics · 1988 · 438 citations

Social Sciences, Economics, Financial Economics +10

Beating the Foreign Exchange Market

Richard J. Sweeney · The Journal of Finance · 1986 · 433 citations

Business, Economics, Finance +15

Does foreign exchange intervention work?

Journal of Macroeconomics · 1995 · 280 citations

Social Sciences, Economics, International Economics +7

Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"

Salih N. Neftçi · The Journal of Business · 1991 · 278 citations

Business, Economics, Finance +12