海量图书期刊资源,随时随地畅享阅读乐趣
Currency Momentum StrategiesMenkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; Schrimpf, Andreas · SSRN Electronic Journal · 2011
Investor Sentiment, Attention and Profitability of Currency Momentum StrategiesMaryniak, Pawee · SSRN Electronic Journal · 2016
Do Momentum Based Strategies Still Work in Foreign Currency Markets?White, Derek R.; Okunev, John · SSRN Electronic Journal · 2001
Currency strategies based on momentum, carry trade and skewnessJiang, Xue; Han, Liyan; Yin, Libo · Physica A: Statistical Mechanics and its Applications · 2019
Do momentum-based trading strategies work in emerging currency markets?Reza Tajaddini; Timothy Falcon Crack · 2012
Do momentum-based strategies work in emerging currency markets?Terence Tai-Leung Chong; Hugo Tak-Sang Ip · 2009
Do Momentum-Based Strategies Still Work in Foreign Currency Markets?John Okunev and Derek White · The Journal of Financial and Quantitative Analysis · 2003
Currency ValueMenkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; Schrimpf, Andreas · SSRN Electronic Journal · 2015
Currency Risk Premia and Macro FundamentalsMenkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; Schrimpf, Andreas · SSRN Electronic Journal · 2013
Carry Trades and Global Foreign Exchange VolatilityLUKAS MENKHOFF; LUCIO SARNO; MAIK SCHMELING; ANDREAS SCHRIMPF · 2012
The Cross-Section of Currency Order Flow PortfoliosMenkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; Schrimpf, Andreas · SSRN Electronic Journal · 2012
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency TradesMENKHOFF, LUKAS; SARNO, LUCIO; SCHMELING, MAIK; SCHRIMPF, ANDREAS · The Journal of Finance · 2016