5 results
Overcoming Arbitrage Limits: Option Trading and Momentum Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 59 / Issue 1 / February 2024
- Published online by Cambridge University Press:
- 05 October 2023, pp. 97-120
- Print publication:
- February 2024
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Media Sentiment and Currency Reversals
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- Journal:
- Journal of Financial and Quantitative Analysis , First View
- Published online by Cambridge University Press:
- 15 June 2023, pp. 1-29
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Forward-Looking Policy Rules and Currency Premia
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 58 / Issue 1 / February 2023
- Published online by Cambridge University Press:
- 09 September 2022, pp. 449-483
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- February 2023
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Global Political Risk and Currency Momentum
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 53 / Issue 5 / October 2018
- Published online by Cambridge University Press:
- 08 October 2018, pp. 2227-2259
- Print publication:
- October 2018
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Common Macro Factors and Currency Premia
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 4 / August 2017
- Published online by Cambridge University Press:
- 15 August 2017, pp. 1731-1763
- Print publication:
- August 2017
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