FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2079306057> ?p ?o ?g. }

• W2079306057 endingPage "585" @default.
• W2079306057 startingPage "565" @default.
• W2079306057 abstract "Researchers acknowledge that the evidence of autocorrelation (price dependency) in daily/weekly asset returns provides no conclusive evidence against the market efficiency hypothesis since the holding period of actual speculative positions may be less than a day. Using a high frequency (up to one hundredth of a second), transaction-based, electronic foreign exchange (FX) brokerage data set, we show that dealers in this market tend to close their speculative positions in less than a minute. We provide evidence that there is a significant negative autocorrelation in the rate of return on DM/USD exchange rate. However, when we sample data at frequencies shorter than a minute, profits are infeasible for two reasons: (1) the structure of the autocorrelation pattern is not consistent enough; (2) the largest potential speculative profit derived from the autocorrelation pattern is smaller than the regulated tick size. Our results support the market efficiency hypothesis as dealers have evidently engaged potentially profitable speculation based on price dependency." @default.
• W2079306057 created "2016-06-24" @default.
• W2079306057 creator A5008746447 @default.
• W2079306057 creator A5024945500 @default.
• W2079306057 date "2006-09-01" @default.
• W2079306057 modified "2023-10-18" @default.
• W2079306057 title "A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market" @default.
• W2079306057 cites W1552091276 @default.
• W2079306057 cites W1970210843 @default.
• W2079306057 cites W1971669226 @default.
• W2079306057 cites W1995352199 @default.
• W2079306057 cites W2034026916 @default.
• W2079306057 cites W2053030651 @default.
• W2079306057 cites W2066218565 @default.
• W2079306057 cites W2090637028 @default.
• W2079306057 cites W2116304852 @default.
• W2079306057 cites W2131675768 @default.
• W2079306057 cites W3123598380 @default.
• W2079306057 cites W3124458746 @default.
• W2079306057 cites W4231546411 @default.
• W2079306057 cites W4252583664 @default.
• W2079306057 cites W4253714754 @default.
• W2079306057 doi "https://doi.org/10.1016/j.qref.2005.06.002" @default.
• W2079306057 hasPublicationYear "2006" @default.
• W2079306057 type Work @default.
• W2079306057 sameAs 2079306057 @default.
• W2079306057 citedByCount "4" @default.
• W2079306057 countsByYear W20793060572015 @default.
• W2079306057 countsByYear W20793060572020 @default.
• W2079306057 countsByYear W20793060572023 @default.
• W2079306057 crossrefType "journal-article" @default.
• W2079306057 hasAuthorship W2079306057A5008746447 @default.
• W2079306057 hasAuthorship W2079306057A5024945500 @default.
• W2079306057 hasConcept C10138342 @default.
• W2079306057 hasConcept C105795698 @default.
• W2079306057 hasConcept C106159729 @default.
• W2079306057 hasConcept C127722929 @default.
• W2079306057 hasConcept C149782125 @default.
• W2079306057 hasConcept C151730666 @default.
• W2079306057 hasConcept C162324750 @default.
• W2079306057 hasConcept C175444787 @default.
• W2079306057 hasConcept C181622380 @default.
• W2079306057 hasConcept C199360897 @default.
• W2079306057 hasConcept C2776988154 @default.
• W2079306057 hasConcept C2780299701 @default.
• W2079306057 hasConcept C2780762169 @default.
• W2079306057 hasConcept C29368100 @default.
• W2079306057 hasConcept C33923547 @default.
• W2079306057 hasConcept C41008148 @default.
• W2079306057 hasConcept C47941915 @default.
• W2079306057 hasConcept C5297727 @default.
• W2079306057 hasConcept C536366893 @default.
• W2079306057 hasConcept C556758197 @default.
• W2079306057 hasConcept C75949130 @default.
• W2079306057 hasConcept C86803240 @default.
• W2079306057 hasConcept C91602232 @default.
• W2079306057 hasConcept C98965940 @default.
• W2079306057 hasConceptScore W2079306057C10138342 @default.
• W2079306057 hasConceptScore W2079306057C105795698 @default.
• W2079306057 hasConceptScore W2079306057C106159729 @default.
• W2079306057 hasConceptScore W2079306057C127722929 @default.
• W2079306057 hasConceptScore W2079306057C149782125 @default.
• W2079306057 hasConceptScore W2079306057C151730666 @default.
• W2079306057 hasConceptScore W2079306057C162324750 @default.
• W2079306057 hasConceptScore W2079306057C175444787 @default.
• W2079306057 hasConceptScore W2079306057C181622380 @default.
• W2079306057 hasConceptScore W2079306057C199360897 @default.
• W2079306057 hasConceptScore W2079306057C2776988154 @default.
• W2079306057 hasConceptScore W2079306057C2780299701 @default.
• W2079306057 hasConceptScore W2079306057C2780762169 @default.
• W2079306057 hasConceptScore W2079306057C29368100 @default.
• W2079306057 hasConceptScore W2079306057C33923547 @default.
• W2079306057 hasConceptScore W2079306057C41008148 @default.
• W2079306057 hasConceptScore W2079306057C47941915 @default.
• W2079306057 hasConceptScore W2079306057C5297727 @default.
• W2079306057 hasConceptScore W2079306057C536366893 @default.
• W2079306057 hasConceptScore W2079306057C556758197 @default.
• W2079306057 hasConceptScore W2079306057C75949130 @default.
• W2079306057 hasConceptScore W2079306057C86803240 @default.
• W2079306057 hasConceptScore W2079306057C91602232 @default.
• W2079306057 hasConceptScore W2079306057C98965940 @default.
• W2079306057 hasIssue "4" @default.
• W2079306057 hasLocation W20793060571 @default.
• W2079306057 hasOpenAccess W2079306057 @default.
• W2079306057 hasPrimaryLocation W20793060571 @default.
• W2079306057 hasRelatedWork W1987787245 @default.
• W2079306057 hasRelatedWork W2019675333 @default.
• W2079306057 hasRelatedWork W2041798681 @default.
• W2079306057 hasRelatedWork W2048800902 @default.
• W2079306057 hasRelatedWork W2079306057 @default.
• W2079306057 hasRelatedWork W213408170 @default.
• W2079306057 hasRelatedWork W3080885603 @default.
• W2079306057 hasRelatedWork W3123085743 @default.
• W2079306057 hasRelatedWork W3123132592 @default.
• W2079306057 hasRelatedWork W3125523731 @default.
• W2079306057 hasVolume "46" @default.
• W2079306057 isParatext "false" @default.
• W2079306057 isRetracted "false" @default.

• next