Do momentum-based trading strategies work in emerging currency markets?
Reza Tajaddini, Timothy Falcon Crack
| Year of publication: |
2012
|
|---|---|
| Authors: | Tajaddini, Reza ; Crack, Timothy Falcon |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 3, p. 521-537
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| Subject: | Emerging currencies | Momentum strategy | Transaction costs | Transaktionskosten | Devisenmarkt | Foreign exchange market | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009623548