Journal of Financial Markets
Vol. 51
2020
Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns
Michael
Melvin1;
Wenqiang
Pan2;
Petra
Wikstrom3
1 University of California San Diego · 2 Columbia University · 3 Streamline Analytix LLC, New York, NY, 10011, USA
- DOI
- 10.1016/j.finmar.2020.100545
- Volume
- 51
- Pages
- 100545
- Language
- en
- Sources
-
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openalex
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