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Trend-following trading strategies in commodity futures : a re-examination
Szakmary, Andrew Charles; Shen, Qian; Sharma, Subhash … - In: Journal of banking & finance 34 (2010) 2, pp. 409-426
Persistent link: https://www.econbiz.de/10003935610
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Trend-following trading strategies in US stocks : a revisit
Szakmary, Andrew Charles; Lancaster, M. Carol - In: The financial review : the official publication of the … 50 (2015) 2, pp. 221-255
Persistent link: https://www.econbiz.de/10011282742
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An examination of momentum strategies in commodity futures markets
Shen, Qian; Szakmary, Andrew Charles; Sharma, Subhash … - In: The journal of futures markets 27 (2007) 3, pp. 227-256
Persistent link: https://www.econbiz.de/10003493046