An Analysis of Market Efficiency for Exchange-traded Foreign Exchange Options on an Intraday Basis
This study examines the comparative magnitude of disturbances in intraday data for exchange traded foreign exchange (FX) options. An in-depth time series analysis on the frequency and extent of discrepancies in the disturbances is conducted. The purpose of this study is twofold. First, using intra...
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| Format: | Others |
| Language: | English |
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University of North Texas
2015
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc801929/ |