Anomalies: Foreign Exchange

The American Economic Review

2012 • 14,436 citations

Continuous Auctions and Insider Trading

1985 • 9,651 citations

Forward and spot exchange rates

1984 • 2,213 citations

Forward Discount Bias: Is it an Exchange Risk Premium?

1989 • 756 citations

Journal of monetary economics

1987 • 732 citations

The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

2014 • 628 citations

Conditional variance and the risk premium in the foreign exchange market

1985 • 512 citations

Exchange-Rate Instability.

1990 • 511 citations

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

1979 • 494 citations

Beating the Foreign Exchange Market

1986 • 437 citations

Anomalies: Preference Reversals

1990 • 426 citations

An investigation of risk and return in forward foreign exchange

1984 • 332 citations

Currency Fluctuations in the Post-Bretton Woods Era

1990 • 276 citations

Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange

1989 • 260 citations

Testing for market timing ability

1987 • 248 citations

Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations

1985 • 214 citations

The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets

1989 • 195 citations

On time varying risk premia in the foreign exchange market: An econometric analysis

1985 • 177 citations

Journal of international money and finance

1988 • 167 citations

Tests of international CAPM with time‐varying covariances

1989 • 156 citations

Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test

1984 • 153 citations

A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84

1986 • 135 citations

An Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Information

1987 • 129 citations

Beating the Foreign Exchange Market

1986 • 125 citations

International Currency Experience

1946 • 115 citations

Foreign exchange market efficiency tests: Implications of recent empirical findings

1986 • 107 citations

A Test of Perfect Substitutability in the Foreign Exchange Market

1982 • 93 citations

The Effectiveness of Foreign-Exchange Intervention: Recent Experience

1988 • 68 citations

Essays on expectations and exchange rate volatility

1980 • 49 citations

Short Rates and Expected Asset Returns

1990 • 49 citations

The Effectiveness of Foreign-Exchange Intervention: Recent Experience, 1985- 1988

1990 • 39 citations

Equilibrium and Disequilibrium Exchange Rates

1982 • 34 citations