Combining mean reversion and momentum trading strategies in foreign exchange markets

Journal of Banking and Finance

Volumn 34, Issue 11, 2010, Pages 2720-2727

  Serban, Alina F ^a,b  

^a WEST VIRGINIA UNIVERSITY   (United States)

^b LYNCHBURG COLLEGE   (United States)

Author keywords

Foreign exchange; Mean reversion; Momentum; Trading strategies; Uncovered interest parity

Indexed keywords

EID: 77955918538     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.05.011     Document Type: Article

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