Are Momentum Crashes Pervasive Regardless of Strategy?...

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Are Momentum Crashes Pervasive Regardless of Strategy? Evidence from the Foreign Exchange Market

Grobys, Klaus, Haga, Jesper
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Year:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2802627
File:
PDF, 77 KB
english, 2016
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