Can risk explain the profitability of technical trading in currency markets?
Yuliya Ivanova, Christopher J. Neely, Paul Weller, Matthew T. Famiglietti
| Year of publication: |
2021
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|---|---|
| Authors: | Ivanova, Yuliya ; Neely, Christopher J. ; Weller, Paul A. ; Famiglietti, Matthew T. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 110.2021, p. 1-20
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| Subject: | Exchange rate | Technical analysis | Efficient markets hypothesis | Risk | Stochastic discount factor | Adaptive markets hypothesis | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market | Finanzanalyse | Financial analysis | Schätzung | Estimation | Theorie | Theory | Wechselkurs | Währungsderivat | Currency derivative | CAPM | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2020.102285 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012795944