When it pays to follow the crowd: Strategy conformity and CTA performance.

Autor: Bollen, Nicolas P. B.1 (AUTHOR) nick.bollen@vanderbilt.edu, Hutchinson, Mark C.2 (AUTHOR), O'Brien, John2 (AUTHOR)
Zdroj: Journal of Futures Markets. Jun2021, Vol. 41 Issue 6, p875-894. 20p.
Databáze: Business Source Ultimate