Mean aversion and return predictability in currency futures

Author: Puri Tribhuvan N.   Elyasiani Elyas   Westbrook Jilleen R.  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.12, Iss.1, 2002-01, pp. : 9-18

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract