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Can risk explain the profitability of technical trading in currency markets? · Study

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ArticleCan risk explain the profitability of technical trading in currency markets?

Yuliya Ivanova2020

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Articlegreen2020

Can risk explain the profitability of technical trading in currency markets?

Yuliya Ivanova · Christopher J. Neely · Matthew Famiglietti

16 citations·0/0 files stored·Journal of International Money and Finance

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

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References

1993Common risk factors in the returns on stocks and bonds 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1995The Limits of Arbitrage 2004The Adaptive Markets Hypothesis 2011Common Risk Factors in Currency Markets

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2016Peer Pressure: Social Interaction and the Disposition Effect 2017Trading the Foreign Exchange Market with Technical Analysis and Bayesian Statistics

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Year2020

Typearticle

Published2020-10-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jimonfin.2020.102285

openalex_workW2225627977

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