Is the Tokyo Foreign Exchange Market Efficient from Two Perspectives of Forward Bias and Anomaly?

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ISSN Print: 2152-7245
ISSN Online: 2152-7261
www.scirp.org/journal/me
E-mail: me@scirp.org

"Is the Tokyo Foreign Exchange Market Efficient from Two Perspectives of Forward Bias and Anomaly?"
written by Yutaka Kurihara,
published by Modern Economy, Vol.2 No.4, 2011

has been cited by the following article(s):

[1]	Bitcoin Piyasasında Haftanın Günü Anomalisi
	2020

[2]	Seasonality in Bitcoin Market
	2019

[3]	The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective
	Journal of Applied Finance and Banking, 2017

[4]	Lead-lag relationship between futures and spot FX market in India
	International Journal of Managerial Finance, 2017

[5]	Recent Experience of the Effects of Intervention on Exchange Rates
	Chinese Business Review, 2013

[1]	Bitcoin Piyasasında Haftanın Günü Anomalisi Alanya Akademik Bakış, 2020 DOI:10.29023/alanyaakademik.664776

[2]	Bitcoin Piyasasında Haftanın Günü Anomalisi Alanya Akademik Bakış, 2020 DOI:10.29023/alanyaakademik.664776

[3]	Lead-lag relationship between futures and spot FX market in India International Journal of Managerial Finance, 2017 DOI:10.1108/IJMF-01-2017-0001

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