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      Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency

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      Publisher: Elsevier

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          Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

          William F. Sharpe (1964)
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            Efficient Capital Markets: A Review of Theory and Empirical Work

            Eugene Fama (1970)
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              The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

              John Lintner (1965)
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                Publication date (Print): 1985
                Pages: 979-1040
                DOI: 10.1016/S1573-4404(85)02010-X
                SO-VID: 59146017-88a2-4b77-8324-e3287ad1d154
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