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Hutchinson, Mark C.; Kyziropoulos, Panagiotis; O'Brien, John - 2022

Recent academic and practitioner attention has focused on currency momentum. In this paper we replicate technical …

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Neely, Christopher J.; Weller, Paul A. - In: Journal of banking & finance 37 (2013) 10, pp. 3783-3798

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Dong, Mengmeng; Goto, Shingo; Hou, Kewei; Yan, Xu; … - 2024

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