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Nonparametric and computer-intensive resampling tests of randomness and distributional properties of daily change in foreign exchange measures
Platt, W. G., (1991)
A hybrid joint moment ratio test for financial time series
Groenendijk, Patrick A., (1998)
Is the Tokyo spot foreign exchange market consistent with the efficient market hypothesis?
Lajaunie, John P., (1992)
Tests of investors' reactions to major surprises : the case of emerging markets
Ajayi, Richard A., (1994)
The effect of foreign debt on currency values
Ajayi, Richard A., (1993)
Global reaction of security prices to major US-induced surprises : an empirical investigation
Ajayi, Richard A., (1995)