Technical trading rule profitability in currencies: It’s all about momentum-Reference-Cited by-同舟云学术

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Technical trading rule profitability in currencies: It’s all about momentum

Published:2022-12 Issue: Volume:63 Page:101779
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Hutchinson Mark C.,Kyziropoulos Panagiotis E.,O’Brien John,O’Reilly Philip,Sharma Tripti

Funder

Science Foundation Ireland

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference45 articles.

1. Value and momentum everywhere;Asness;J. Financ.,2013

2. Baltas, N., Kosowski, R., 2013. Momentum strategies in futures markets and trend-following funds. In: Proceedings of the Finance Meeting EUROFIDAI-AFFI Paper at Paris December 2012.

3. Beyond the carry trade: optimal currency portfolios;Barroso;J. Financ. Quant. Anal.,2015

4. Currency anomalies;Bartram;Soc. Sci. Res. Netw.,2022

5. When it pays to follow the crowd: strategy conformity and CTA performance;Bollen;J. Futures Mark.,2021

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