Do momentum-based strategies work in emerging currency markets?

Pacific Basin Finance Journal

Volumn 17, Issue 4, 2009, Pages 479-493

  Chong, Terence Tai Leung ^a   Ip, Hugo Tak Sang ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Emerging currencies; Information ratio; Trading rules

Indexed keywords

EID: 67349139263     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2008.11.002     Document Type: Article

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