Chong, Terence Tai-Leung; Ip, Hugo Tak-Sang - In: Pacific-Basin Finance Journal 17 (2009) 4, pp. 479-493
Existing studies on the profitability of trading rules in the currency market focus mainly on the currencies of developed countries. The profitability of technical trading rules on the currencies of emerging economies is surprisingly understudied. This paper evaluates the profitability of...