Do momentum-based trading strategies work in the commodity futures markets?


Autoria(s): Narayan, Paresh Kumar; Ali Ahmed, Huson; Narayan, Seema
Data(s)

01/09/2015

Identificador

http://hdl.handle.net/10536/DRO/DU:30070804

Idioma(s)

eng

Publicador

Wiley

Relação

http://dro.deakin.edu.au/eserv/DU:30070804/narayan-domomentum-2015.pdf

http://dro.deakin.edu.au/eserv/DU:30070804/narayan-domomentum-inpress-2014.pdf

http://www.dx.doi.org/10.1002/fut.21685

Direitos

2014, Wiley

Tipo

Journal Article