The behavior of intra-daily exchange rates

Empirical exchange rate models of the seventies

1983 • 4,141 citations

A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices

1974 • 921 citations

Information and Competitive Price Systems

1976 • 902 citations

Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market

1979 • 494 citations

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

1981 • 488 citations

The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?

1982 • 451 citations

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

1982 • 446 citations

PAPERS AND PROCEEDINGS

1997 • 386 citations

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 344 citations

Foundations of Finance: Portfolio Decisions and Securities Prices

1978 • 326 citations

Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods

1977 • 315 citations

The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement

1982 • 300 citations

An examination of foreign exchange risk under fixed and floating rate regimes

1977 • 240 citations

Stabilization of the domestic and international economy

1977 • 214 citations

Spot rates, forward rates and exchange market efficiency

1977 • 205 citations

Trading rules, large blocks and the speed of price adjustment

1977 • 203 citations

A Note on Exchange‐Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

1981 • 186 citations

Security Price Changes and Transaction Volumes: Theory and Evidence

1975 • 184 citations

The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models

1977 • 154 citations

The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates

1978 • 153 citations

The Efficiency of Foreign Exchange Markets and Measures of Turbulence

1980 • 152 citations

The Random Behavior of Flexible Exchange Rates: Implications for Forecasting

1975 • 147 citations

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 141 citations

Short-run fluctuations in foreign exchange rates

1982 • 134 citations

Empirical Properties of Foreign Exchange Rates

1978 • 97 citations

Policies for employment, prices, and exchange rates

1979 • 95 citations

The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement

1982 • 84 citations

A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

1981 • 83 citations

The Information Content of Prices

2018 • 23 citations

The International Money Market: An Assessment of Forecasting Techniques and Market Efficiency.

1980 • 17 citations

The behavior of flexible exchange rates in the short run — A systematic investigation

1985 • 13 citations

An empirical study of risk under fixed and flexible exchange

1977 • 7 citations

The international money market: An assessment of forecasting techniques and market efficiency

1980 • 4 citations