Do momentum-based strategies still work in foreign currency markets?

John Uwe Okunev, Derek White

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	425-447
Number of pages	23
Journal	Journal of Financial and Quantitative Analysis
Volume	38
Issue number	2
Publication status	Published - 2003
Externally published	Yes

Cite this

@article{f687b7d92c174fd7bb8b4649a12270de,

title = "Do momentum-based strategies still work in foreign currency markets?",

author = "Okunev, {John Uwe} and Derek White",

year = "2003",

language = "English",

volume = "38",

pages = "425--447",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "University of Washington Press",

number = "2",

}