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An econometric analysis of Jamaica’s import demand function with the US and UK

Hibbert, Kira; Thaver, Ranjini; Hutchinson, Mark - In: The international journal of business and finance … 6 (2012) 1, pp. 109-120

Persistent link: https://www.econbiz.de/10009389665

Technical Trading Rule Profitability in Currencies : It’s All About Momentum

Hutchinson, Mark; Kyziropoulos, Panagiotis; O'Brien, John; … - 2022

Recent academic and practitioner attention has focused on currency momentum. In this paper we replicate technical trading rules to assess their relationship with momentum. From an investment perspective, the average out-of-sample pre-transaction cost Sharpe ratio of technical trading rules is...

Persistent link: https://www.econbiz.de/10013306863

Are carry, momentum and value still there in currencies?

Hutchinson, Mark; Kyziropoulos, Panagiotis E.; O'Brien, John - In: International review of financial analysis 83 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013455045

Technical trading rule profitability in currencies : it's all about momentum

Hutchinson, Mark; Kyziropoulos, Panagiotis E.; O'Brien, John - In: Research in international business and finance 63 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014248951