A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7


Autoria(s): Bianchi, Robert; Drew, Michael; Polichronis, John
Contribuinte(s)

Pan, Heping

Sornette, Didier

Kortanek, Kenneth

Data(s)

2004

Identificador

http://eprints.qut.edu.au/25004/

Publicador

www.iwif.org

Relação

Bianchi, Robert, Drew, Michael, & Polichronis, John (2004) A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7. In Pan, Heping, Sornette, Didier, & Kortanek, Kenneth (Eds.) First International Workshop on Intelligent Finance (IWIF 1), 13-14 December 2004, Crown Promenade Hotel, Melbourne, Australia.

Fonte

QUT Business School; School of Economics & Finance

Palavras-Chave #150201 Finance
Tipo

Conference Paper