The Analysis of the Momentum Effect in Monthly Currency Market
碩士 === 國立政治大學 === 金融研究所 === 103 === We investigate whether momentum effect exist or not in the foreign exchange market. We find, based on a sample of 62 market currencies and view U.S Dollar as based currency, the evidence of higher and more stable momentum excess returns as we apply the short forma...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/67634820535359670831 |