Original language | Undefined/Unknown |
---|---|
Pages (from-to) | 1575-1585 |
Number of pages | 11 |
Journal | Journal of Banking and Finance |
Volume | 33 |
Issue number | 9 |
Publication status | Published - 2009 |
A momentum trading strategy based on the low frequency component of the exchange rate
Richard DF Harris, Fatih Yilmaz
Research output: Contribution to journal › Article (Academic Journal) › peer-review
36
Citations
(Scopus)