Testing for ‘news’ in foreign exchange markets

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Speculative bubbles, crashes and rational expectations

1979 • 532 citations

Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s

1981 • 488 citations

Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s

1982 • 446 citations

Exchange rate market efficiency and new information

1982 • 43 citations

Inter-market efficiency and the foreign exchange market

1981 • 2 citations