Anomalies, mean reversion, and unobservable components in the foreign exchange market

Dissertation

Open access

Christine Xiao Hong Jiang

Doctor of Philosophy (Ph.D.), Drexel University

1992

DOI:

https://doi.org/10.17918/00009182

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Title: Anomalies, mean reversion, and unobservable components in the foreign exchange market
Creators: Christine Xiao Hong Jiang
Awarding Institution: Drexel University
Degree Awarded: Doctor of Philosophy (Ph.D.)
Publisher: Drexel University; Philadelphia, Pennsylvania
Number of pages: xi, 200 pages
Resource Type: Dissertation
Language: English
Academic Unit: Drexel University
Other Identifier: 991021888901704721