A momentum trading strategy based on the low frequency component of the exchange rate

Richard DF Harris, Fatih Yilmaz

Research output: Contribution to journalArticle (Academic Journal)peer-review

36 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1575-1585
Number of pages11
JournalJournal of Banking and Finance
Volume33
Issue number9
Publication statusPublished - 2009

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