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The cross-section of investment and profitability : implications for asset pricing

Kilic, Mete; Yang, Louis; Zhang, Miao Ben - In: Journal of financial economics 145 (2022) 3, pp. 706-724

Persistent link: https://www.econbiz.de/10013475434

Impact of economic data surprises on exchange rates in the inter-dealer market

James, Jessica; Kasikov, Kristjan - In: Quantitative Finance 8 (2008) 1, pp. 5-15

Persistent link: https://www.econbiz.de/10005462697

The fair value of FX options. Do you get what you pay for?

Charvin, Vincent; Fullwood, Jonathan; James, Jessica - In: Quantitative Finance 14 (2014) 1, pp. 15-23

Persistent link: https://www.econbiz.de/10010751541

[image omitted] Uncovered interest parity and the FX carry trade

James, Jessica; Kasikov, Kristjan; Secmen, Aysu - In: Quantitative Finance 9 (2009) 2, pp. 123-127

Persistent link: https://www.econbiz.de/10005639928

FX trading models - how are they doing?

James, Jessica - In: Quantitative Finance 5 (2005) 5, pp. 425-431

Persistent link: https://www.econbiz.de/10005639934

Robustness of simple trend-following strategies

James, Jessica - In: Quantitative Finance 3 (2003) 6, pp. 114-116

Persistent link: https://www.econbiz.de/10009208377

Enhancing trend-following strategies with option selling

James, Jessica; Colchester, Hetty - In: Quantitative Finance 4 (2004) 1, pp. 1-6

Jessic James and Hetty Colchester discuss the benefits of switching between strategies in periods of high and los volatility for a variety of currencies.

Persistent link: https://www.econbiz.de/10009214953

Simple trend-following strategies in currency trading

James, Jessica - In: Quantitative Finance 3 (2003) 4, pp. 75-77

Jessica James discusses how simple trading rules, applied systematically, can yield interesting results.

Persistent link: https://www.econbiz.de/10009215081

Trend following and option writing—a surprising portfolio

James, Jessica - In: Quantitative Finance 3 (2003) 5, pp. 97-100

Jessica James finds a degree of polarization in the currency markets.

Persistent link: https://www.econbiz.de/10009215098

The end of diversification

James, Jessica; Kasikov, Kristjan; Edwards, Kerry-Ann - In: Quantitative Finance 12 (2012) 11, pp. 1629-1636

Persistent link: https://www.econbiz.de/10010606809