Day-of-the-month effects in the performance of monumentum trading strategies in the foreign exchange market
Year of publication: |
2009
|
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Authors: | Harris, Richard D. F. ; Stoja, Evarist ; Yilmaz, Fatih |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 4.2009, 1, p. 48-55
|
Subject: | Internationaler Finanzmarkt | International financial market | Devisenmarkt | Foreign exchange market | Finanzanalyse | Financial analysis | Zeit | Time | Kalendereffekt | Calendar effect |
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