Speculator activity and the cross-asset predictability of FX returns
Year of publication: |
2020
|
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Authors: | Hasselgren, Anton ; Peltomäki, Jarkko ; Graham, Michael |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 72.2020, p. 1-15
|
Subject: | Foreign exchange | Information | Predictability | Speculation | Trading strategies | Spekulation | Prognoseverfahren | Forecasting model | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income | Theorie | Theory | Währungsspekulation | Currency speculation | Wechselkurs | Exchange rate | Prognose | Forecast |
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