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

Research output: Contribution to journal › Article (Academic Journal) › peer-review

36 Citations (Scopus)

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

Handle.net

@article{29a309c5c2f54a65abd197bca81c0f56,

title = "A momentum trading strategy based on the low frequency component of the exchange rate",

author = "Harris, \{Richard DF\} and Fatih Yilmaz",

year = "2009",

language = "Undefined/Unknown",

volume = "33",

pages = "1575--1585",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "9",

}