Dissecting currency momentum
Shaojun Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhang, Shaojun |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 144.2022, 1, p. 154-173
|
| Subject: | Asset pricing | Currency premium | Factor | Market efficiency | Momentum | Effizienzmarkthypothese | Efficient market hypothesis | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.05.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013407087