Technical trading rule profitability in currencies : it's all about momentum
Year of publication: |
2022
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Authors: | Hutchinson, Mark ; Kyziropoulos, Panagiotis E. ; O'Brien, John ; O'Reilly, Philip ; Sharma, Tripti |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-13
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Subject: | Currency | Technical trading | Time series momentum | Finanzanalyse | Financial analysis | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis |
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