Speculator activity and the cross-asset predictability of FX returns
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DOI: 10.1016/j.irfa.2020.101561
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More about this item
Keywords
Speculation; Trading strategies; Predictability; Information; Foreign exchange;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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