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Do Momentum-Based Strategies Still Work in Foreign Currency Markets?

Do Momentum-Based Strategies Still Work in Foreign Currency Markets?

John Okunev and Derek White
  • 期刊名称The Journal of Financial and Quantitative Analysis
  • 作者John Okunev and Derek White
  • 卷第38卷
  • 期第2期
  • 印刷ISSN0022-1090
  • 电子ISSN1756-6916
  • 文件大小621.22KB
  • 发表时间2003-06
  • DOI10.2307/4126758
  • 页码425-447
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