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

John Uwe Okunev, Derek White

Research output: Contribution to journalArticle

113 Citations (Scopus)
Original languageEnglish
Pages (from-to)425-447
Number of pages23
JournalJournal of Financial and Quantitative Analysis
Volume38
Issue number2
Publication statusPublished - 2003
Externally publishedYes

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