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ECONIS (ZBW)
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Does the law of one price hold in international financial markets? : evidence from tick data
Akram, Qaisar Farooq
;
Rime, Dagfinn
;
Sarno, Lucio
- In:
Journal of banking & finance
33
(
2009
)
10
,
pp. 1741-1754
Persistent link: https://www.econbiz.de/10003886756
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2
Timing exchange rates using order flow : the case of the Loonie
King, Michael R.
;
Sarno, Lucio
;
Sojli, Elvira
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2917-2928
Persistent link: https://www.econbiz.de/10008859370
Saved in:
3
Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 660-684
Persistent link: https://www.econbiz.de/10009710153
Saved in:
4
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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