An Anatomy of Currency Strategies: the Role of Emerging Markets-Reference-Cited by-同舟云学术

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An Anatomy of Currency Strategies: the Role of Emerging Markets

Published:2024 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chernov Mikhail,Dahlquist Magnus,Lochstoer Lars A.

Publisher

Elsevier BV

Reference67 articles.

1. Nonnormalities and tests of asset pricing theories;John Affleck-Graves;Journal of Finance,1989

2. Currency factors;Arash Aloosh;Management Science,2022

3. Value and momentum everywhere;Clifford S Asness;Journal of Finance,2013

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning;Review of Finance;2024-08-20

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