Are momentum crashes pervasive regardless of strategy? Evidence from the foreign exchange market
Grobys, Klaus; Haga, Jesper
- 期刊名称Applied Economics Letters
- 作者Grobys, Klaus; Haga, Jesper
- 印刷ISSN1350-4851
- 电子ISSN1466-4291
- 文件大小591.04KB
- 发表时间2017-03-08
- DOI10.1080/13504851.2017.1287852
- 页码1-5