In this trading strategy study, we ask three questions: does momentum exist in foreign exchange markets? What is the impact of transaction costs on excess returns? Can a consolidated trading signal garner excess returns and if so, what is the source of such returns? Using total return momentum...

Purpose – This study seeks to measure the level of responsible investment (RI) disclosure of the world's largest pension funds. Design/methodology/approach – The public disclosure of environmental, social and governance factors by the world's largest pension funds reflect their genuine...

In this trading strategy study, we ask three questions. First, does momentum exist in foreign exchange markets? Second, what is the impact of transactions costs on excess returns? And, third, can a consolidated trading signal garner excess returns and, if so, what is the source of such returns?...