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~person:"Schmeling, Maik"
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Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of Financial Economics
106
(
2012
)
3
,
pp. 660-684
. However, there seem to be very effective limits to
arbitrage
that prevent momentum returns from being easily exploitable in …
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