Do momentum and reversal strategies work in commodity futures? A comprehensive study

Autor:	Zhang, Hanxiong, Urquhart, Andrew
Zdroj:	Review of Behavioral Finance, 2020, Vol. 12, Issue 4, pp. 375-409.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/RBF-05-2019-0067 Zobrazit plný text záznamu