Deakin University
Browse

File(s) under permanent embargo

Same same but different – Stylized facts of CTA sub strategies

journal contribution
posted on 2021-03-01, 00:00 authored by P Erdős, Y Li, Ruipeng LiuRuipeng Liu, A Mende
Same same but different – Stylized facts of CTA sub strategies

History

Journal

International Review of Financial Analysis

Volume

74

Article number

101657

Pagination

1 - 12

Publisher

Elsevier

Location

Amsterdam, The Netherlands

Publisher DOI

ISSN

1057-5219

Language

eng

Publication classification

C1 Refereed article in a scholarly journal; C Journal article

Usage metrics

    Research Publications

    Categories

    Keywords

    Commodity trading advisorsTrend followingFundamental strategyContrarian strategyStylized factsSocial SciencesBusiness, FinanceBusiness & EconomicsLONGDISPOSITIONMOMENTUMMEMORYPRICEMODELLaw

    Licence

    All Rights Reserved

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC