Currency momentum strategies
Year of publication: |
2012
|
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Authors: | Menkhoff, Lukas ; Sarno, Lucio ; Schmeling, Maik ; Schrimpf, Andreas |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 106.2012, 3, p. 660-684
|
Subject: | Momentum returns | Limits to arbitrage | Idiosyncratic volatility | Carry trades | Devisenmarkt | Foreign exchange market | Gewinn | Profit | Welt | World | 1976-2010 |
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