Do momentum-based trading strategies work in emerging currency markets?
Year of publication: |
2012
|
---|---|
Authors: | Tajaddini, Reza ; Crack, Timothy Falcon |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 3, p. 521-537
|
Subject: | Emerging currencies | Momentum strategy | Transaction costs | Devisenmarkt | Foreign exchange market | Schwellenländer | Emerging economies | Transaktionskosten | Entwicklungsländer | Developing countries |
-
Carry trades and commodity risk factors
Byrne, Joseph P., (2019)
-
Ayadi, Mohamed, (2024)
-
Do momentum-based strategies work in emerging currency markets?
Chong, Terence Tai-Leung, (2009)
- More ...
-
Price and earnings momentum, transaction costs, and an innovative practitioner technique
Tajaddini, Reza, (2015)
-
Do momentum-based trading strategies work in emerging currency markets?
Tajaddini, Reza, (2012)
-
Do momentum-based trading strategies work in emerging currency markets?
Tajaddini, Reza, (2012)
- More ...