- Allen, H. ; Taylor, M.P. Chart analysis and the foreign exchange market. 1989 Review of Futures Markets. 8 288-319
Paper not yet in RePEc: Add citation now
Antoniou, A. ; Lam, H.Y.T. ; Paudyal, K. Profitability of momentum strategies in international markets: the role of business cycle variables and behavioural biases. 2007 Journal of Banking and Finance. 31 955-972
Avramov, D. ; Chordia, T. ; Jostova, G. ; Philipov, A. Momentum and credit rating. 2007 The Journal of Finance. 62 2503-2520
Burnside, A., Eichenbaum, M., Kleshchelski, I., Rebelo, S., 2008. Do peso problems explain the returns to the carry trade? NBER Working Papers 14054.
Burnside, C. ; Eichenbaum, M. ; Rebelo, S. The returns to currency speculation in emerging markets. 2007 The American Economic Review. 97 333-338
Chiang, T. ; Jiang, C. Foreign exchange returns over short and long horizons. 1995 International Review of Economics and Finance. 4 267-282
Chong, T.T. ; Ip, H.T. Do momentum-based strategies work in emerging currency markets?. 2009 Pacific-Basin Finance Journal. 17 479-493
Doukas, J.A. ; McKnight, P.J. European momentum strategies, information diffusion and investor conservatism. 2005 European Financial Management. 11 313-338
- Frankel, J. Flexible exchange rates: experience versus theory. 1989 Journal of Portfolio Management. 15 48-54
Paper not yet in RePEc: Add citation now
Galariotis, E.C. What should we know about momentum investing? The case of the Australian security exchange. 2010 Pacific-Basin Finance Journal. 18 369-389
Gilmore, S. ; Hayashi, F. Emerging market currency excess returns. 2011 American Economic Journal. 3 85-111
Griffin, J.M. ; Ji, X. ; Martin, J.S. Momentum investing and business cycle risk: evidence from pole to pole. 2003 The Journal of Finance. 58 2515-2547
- Grinold, R.C. The fundamental law of active management. 1989 Journal of Portfolio Management. 15 30-37
Paper not yet in RePEc: Add citation now
Harris, R.D.F. ; Yilmaz, F. A momentum trading strategy based on the low frequency component of the exchange rate. 2009 Journal of Banking & Finance. 33 1575-1585
Huang, R.D. ; Stoll, H.R. The components of the bid-ask spread: a general approach. 1997 Review of Financial Studies. 10 995-1034
Jegadeesh, N. ; Titman, S. Profitability of momentum strategies: an evaluation of alternative explanations. 2001 The Journal of Finance. 56 699-720
Jegadeesh, N. ; Titman, S. Returns to buying winners and selling losers: implications for stock market efficiency. 1993 The Journal of Finance. 48 65-91
Korajczyk, R.A. ; Sadka, R. Are momentum profits robust to trading costs?. 2004 The Journal of Finance. 59 1039-1082
Kuang, P., Schroder, M., Wang, Q., 2010. Illusory profitability of technical analysis in emerging foreign exchange markets. Working Paper, Bangor University.
LeBaron, B. Technical trading rule profitability and foreign exchange intervention. 1999 Journal of International Economics. 49 125-143
Lee, C.I. ; Gleason, J.C. ; Mathur, I. Trading rule profits in Latin American currency spot rates. 2001 International Review of Financial Analysis. 10 135-156
Lee, C.I. ; Mathur, I. Trading rule profits in European currency spot cross-rates. 1996 Journal of Banking and Finance. 20 949-962
Lee, C.I. ; Pan, M.S. ; Liu, Y.A. On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules. 2001 Journal of International Financial Markets, Institutions & Money. 11 199-214
Levich, R.M. ; Thomas, L.R. The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach. 1993 Journal of International Money and Finance. 12 451-474
Levy, R. Relative strength as a criterion for investment selection. 1967 The Journal of Finance. 22 595-610
- Liu, L.X.L., Warner, J.B., Zhang, L., 2006. Momentum Profits, Factor Pricing, and Macroeconomic Risk. Available at http://ssrn.com/abstract=936747.
Paper not yet in RePEc: Add citation now
- Marsh, I.W. High frequency Markov switching models in the foreign exchange markets. 2000 Journal of Forecasting. 19 123-124
Paper not yet in RePEc: Add citation now
Melvin, M. ; Menkhoff, L. ; Schmeling, M. Exchange rate management in emerging markets: intervention via an electronic limit order book. 2009 Journal of International Economics. 79 54-63
Menkoff, L., Lucio, S., Schmeling, M., Schrimpf, A., 2011. Currency momentum strategies. Working Paper, Leibniz University, Department of Economics.
Neely, C.J. Technical analysis in the foreign exchange market: a layman's guide. 1997 Federal Reserve Bank of St. Louis Review. 79 23-38
Neely, C.J. ; Weller, P.A. ; Ulrich, J.M. The adaptive markets hypothesis: evidence from the foreign exchange market. 2009 Journal of Financial and Quantitative Analysis. 44 467-488
Okunev, J. ; White, D. Do momentum-based strategies still work in foreign currency markets?. 2003 Journal of Financial and Quantitative Analysis. 38 425-447
Olson, D. Have trading rule profits in currency markets declined over time?. 2004 Journal of Banking & Finance. 28 85-105
Pojarliev, M. Performance of currency trading strategies in developed and emerging markets: some striking differences. 2005 Financial Markets and Portfolio Management. 19 297-311
- Pukthuanthong-Le, K. ; Levich, R.M. ; Thomas, L.R. Do foreign exchange markets still trend?. 2007 The Journal of Portfolio Management. 34 114-118
Paper not yet in RePEc: Add citation now
Rachev, S. ; Jašić, T. ; Stoyanov, S. ; Fabozzi, F.J. Momentum strategies based on reward-risk stock selection criteria. 2007 Journal of Banking and Finance. 31 2325-2346
Ramadorai, T. What determines transaction costs in foreign exchange markets?. 2008 International Journal of Finance and Economics. 13 14-25
Serban, A.F. Combining mean reversion and momentum trading strategies in foreign exchange markets. 2010 Journal of Banking & Finance. 34 2720-2727
- Solnik, B. ; McLeavey, D. International Investments. 2004 Pearson/Addsion-Wesley: Boston, MA
Paper not yet in RePEc: Add citation now
- Surajaras, P. ; Sweeney, R. Profit Making Speculation in Foreign Exchange Markets. 1992 Westview Press: Boulder, CO
Paper not yet in RePEc: Add citation now
Szakmary, A. ; Mathur, I. Central bank intervention and trading rule profits in foreign exchange markets. 1997 Journal of International Money and Finance. 16 513-535
Taylor, M.P. ; Allen, H. The use of technical analysis in the foreign exchange market. 1992 Journal of International Money and Finance. 11 304-314
Trethewey, S. ; Crack, T.F. Price momentum in the New Zealand stock market: a proper accounting for transactions costs and risk. 2010 Accounting and Finance. 50 941-965
Zwart, G. ; Markwat, T. ; Swinkels, L. ; Dijk, D. The economic value of fundamental and technical information in emerging currency markets. 2009 Journal of International Money and Finance. 28 581-604