Cross-Momentum in Financial Markets
A study shows that equity futures and currency portfolios sorted by cross-momentum perform better than those sorted by normal momentum, especially in commodity exporting countries.
Featured in No. 45 on 17 Apr 2024 ·
- Released
- 29 Nov 2023
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4793814
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