Combining mean reversion and momentum trading strategies in foreign exchange markets

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2010.05.011 ◽

2010 ◽

Vol 34 (11) ◽

pp. 2720-2727 ◽

Author(s):

Alina F. Serban

Keyword(s):

Foreign Exchange ◽

Mean Reversion ◽

Trading Strategies ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Momentum Trading

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A test of momentum trading strategies in foreign exchange markets: evidence from the G7

Global Business and Economics Review ◽

10.1504/gber.2005.007613 ◽

2005 ◽

Vol 7 (4) ◽

pp. 155 ◽

Author(s):

Robert J. Bianchi ◽

Michael E. Drew ◽

John Polichronis

Keyword(s):

Foreign Exchange ◽

Trading Strategies ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Momentum Trading

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Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets

Digital Finance ◽

10.1007/s42521-019-00016-9 ◽

2019 ◽

Vol 2 (1-2) ◽

pp. 15-37

Author(s):

JeongHoe Lee ◽

Navid Sabbaghi

Keyword(s):

Foreign Exchange ◽

Trading Strategies ◽

Foreign Exchange Markets ◽

Algorithmic Trading ◽

Multi Objective Optimization ◽

Multi Objective ◽

Exchange Markets

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A Study on the Efficiency of the Foreign Exchange Markets: Evidence from Korea, Japan and China

The Institute of Management and Economy Research ◽

10.32599/apjb.11.1.202003.61 ◽

2020 ◽

Vol 11 (1) ◽

pp. 61-75

Author(s):

Il-Hyun Yoon ◽

Yong-Min Kim

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Japan And China

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Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets

10.15396/eres2015_69 ◽

2015 ◽

Author(s):

Simon Stevenson

Keyword(s):

Real Estate ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Volatility Transmission ◽

Variate Analysis ◽

Exchange Markets

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Government Intervention and Adverse Selection Costs in Foreign Exchange Markets

10.2469/dig.v30.n4.757 ◽

2000 ◽

Vol 30 (4) ◽

pp. 16-18

Author(s):

Rajiv Kalra

Keyword(s):

Adverse Selection ◽

Foreign Exchange ◽

Government Intervention ◽

Foreign Exchange Markets ◽

Adverse Selection Costs ◽

Exchange Markets

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The Simultaneous Effect of Macroeconomic Surprises on Stock and Foreign Exchange Markets: Using U.S. And U.K. Data

SSRN Electronic Journal ◽

10.2139/ssrn.1100700 ◽

2008 ◽

Author(s):

Andrew Mun

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Simultaneous Effect ◽

Exchange Markets

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The Use of Foreign Exchange Markets by Non-Banks

SSRN Electronic Journal ◽

10.2139/ssrn.1865197 ◽

2011 ◽

Author(s):

James O'Connor ◽

James Wackett ◽

Robert Zammit

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

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Election Cycles in Emerging Markets: Effects on Equity and Foreign Exchange Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1948775 ◽

2011 ◽

Author(s):

Juan Mier

Keyword(s):

Emerging Markets ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Election Cycles

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Foreign Exchange Markets' Perceptions of EMU Participation by Finland, France, Italy, and Portugal

SSRN Electronic Journal ◽

10.2139/ssrn.301189 ◽

2002 ◽

Author(s):

Bernd Wilfling

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

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A span of continuous trades and liquidity dynamics in foreign exchange markets

International Journal of Finance & Economics ◽

10.1002/ijfe.2410 ◽

2020 ◽

Author(s):

Chih‐Chung Chien ◽

Shikuan Chen ◽

Ming‐Jen Chang

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

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