Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY
Abstract We hypothesized that sharp movement in the USDX, GBP/USD, and USD/CNY might result in stock market fluctuations owing to heightened investors’ sentiments. The subsequent performance of trading stocks right after such sharp movements in exchange rates is seldom explored in existing studies....
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2020-09-01
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Series: | Financial Innovation |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1186/s40854-020-00190-5 |