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Currency Momentum Strategies · Study

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PreprintCurrency Momentum Strategies

Lukas Menkhoff2011

OA

Preprintgreen2011

Currency Momentum Strategies

Lukas Menkhoff · Lucio Sarno · Maik Schmeling · Andreas Schrimpf

47 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1997On Persistence in Mutual Fund Performance 1998Investor Psychology and Security Market Under‐ and Overreactions 1995The Limits of Arbitrage n.d.A model of investor sentiment /2005What matters for financial development? Capital controls, institutions, and interactions 2011Time Series Momentum 2010Individualism and Momentum around the World 1996Momentum Strategies

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2014The International Monetary and Financial System: A Capital Account Historical Perspective 2013The anatomy of the global FX market through the lens of the 2013 Triennial Survey

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Details

Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations47

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1809776

openalex_workW2117429303

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