Testing time reversibility without moment restrictions

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How researchers see this paper

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The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, background): “Chen et al. (2000), Chen (2003), Racine and Maasoumi (2007) and Psaradakis (2008) provide additional TR tests to the literature.”
A versatile and robust metric entropy test of time-reversibility, and other hypotheses (2007, methodology): “In fact, looking at the symmetry of pairwise distributions of Yt−Yt−k for several values of k was also the route taken by Chen et al. (2000), who utilized the characteristic function as the basis for their test.”
Maximum entropy autoregressive conditional heteroskedasticity model (2009, methodology): “Chen et al. (2000) used sin(x) and βx/(1 + β2x2) with a specific value of β to test asymmetry.”
A New Test of the Martingale Difference Hypothesis (2004, methodology): “This approach is similar in spirit to that of Chen et al. (2000) and Chen (2002) for constructing characteristic-function-based tests of time reversibility and goodness of fit.”