Subject
Economics and Econometrics,Finance
Reference31 articles.
1. Interpreting deviations from covered interest parity during the financial turmoil of 2007–08;Baba;Journal of Banking and Finance,2009
2. Momentum and mean reversion across national equity markets;Balvers;Journal of Empirical Finance,2006
3. Mean reversion across national stock markets and parametric contrarian investment strategies;Balvers;Journal of Finance,2000
4. Burnside, A., Eichenbaum, M., Kleshchelski, I., Rebelo, S., 2008. Do peso problems explain the returns to the carry trade? NBER Working Papers 14054.
5. Profitability of momentum strategies in the international equity markets;Chan;Journal of Financial and Quantitative Analysis,2000
Cited by
56 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