Technical trading rule profitability in currencies : it's all about momentum
Mark C. Hutchinson, Panagiotis E. Kyziropoulos, John O'Brien, Philip O'Reilly, Tripti Sharma
| Year of publication: |
2022
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|---|---|
| Authors: | Hutchinson, Mark ; Kyziropoulos, Panagiotis E. ; O'Brien, John ; O'Reilly, Philip ; Sharma, Tripti |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-13
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| Subject: | Currency | Technical trading | Time series momentum | Finanzanalyse | Financial analysis | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Wertpapierhandel | Securities trading | Zeitreihenanalyse | Time series analysis | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Rentabilität | Profitability | Effizienzmarkthypothese | Efficient market hypothesis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101779 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248951