Post Profile






Exploiting Low Volume in Currency Trading [PREMIUM]

Does low volume in currency exchange markets expose exploitable inefficiencies? In their August 2017 paper entitled “The Value of Volume in Foreign Exchange”, Antonio Gargano, Steven Riddiough and Lucio Sarno investigate whether currency trading volumes (including spot, swap and forward) exploitably predict currency returns. They first measure interactions of trading volumes and returns statistically.
read more

share

Related Posts


Momentum Investing for Currencies? [PREMIUM]

Business & Finance / Investing : CXOAG Investmenting Notes

Does momentum investing work for currencies as it does for equities? In the December 2011 version of their paper entitled “Currency Momentum Strategies”, Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf investigate m...

Momentum Investing for Currencies? [PREMIUM]

Business & Finance / Investing : CXOAG Investmenting Notes

Does momentum investing work for currencies as it does for equities? In the April 2011 version of their paper entitled “Currency Momentum Strategies”, Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf investigate mome...

Value-Momentum Switching Based on Value Premium Persistence [PREMIUM]

Business & Finance / Investing : CXOAG Investmenting Notes

Can investors exploit monthly persistence in the value premium for U.S. stocks? In his February 2014 paper entitled “Exploiting Factor Autocorrelation to Improve Risk Adjusted Returns”, Kevin Oversby investigates whether investors c...

Enhanced Exploitation of Closed-end Fund Discounts [PREMIUM]

Business & Finance / Investing : CXOAG Investmenting Notes

Is there a best way to exploit unusual closed-end fund discounts to net asset value? In their July 2014 paper entitled “Exploiting Closed-End Fund Discounts: The Market May Be Much More Inefficient Than You Thought”, Dilip Patro, Lo...

Exploitable Equity Market Inefficiencies? [PREMIUM]

Business & Finance / Investing : CXOAG Investmenting Notes

Do markets exploitably misprice stocks? In their July 2017 paper entitled “Global Market Inefficiencies”, Söhnke Bartram and Mark Grinblatt assess the exploitability of deviations from fair stock prices worldwide based on publicly k...

Comments


Copyright © 2016 Regator, LLC