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Information jumps, liquidity jumps, and market efficiency
Tseng, Michael, (2022)
Is the Tokyo foreign exchange market efficient from two perspectives of forward bias and anomaly?
Kurihara, Yutaka, (2011)
Efficient market hypothesis : foreign exchange market of Bangladesh
Firoj, Mahamuda, (2018)
Covariance matrix estimators and tests of market efficiency
Ligeralde, Antonio Velasco, (1997)
Heteroskedasticity and serial correlation in tests for rational expectations and, or simple market efficiency : a white-type approach
Ligeralde, Antonio Velasco, (1989)
Band covariance matrix estimation using restricted residuals : a Monte Carlo analysis
Ligeralde, Antonio Velasco, (1995)