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Did the profitability of momentum and reversal strategies decline with arbitrage costs after the turn of the millennium?
Lee, Jieun
;
Ogden, Joseph P.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
3
,
pp. 70-83
Persistent link: https://www.econbiz.de/10011294166
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Arbitraging American gold spot and futures options
Ogden, Joseph P.
- In:
The financial review : the official publication of the …
25
(
1990
)
4
,
pp. 577-592
Persistent link: https://www.econbiz.de/10001143194
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