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Same same but different – Stylized facts of CTA sub strategies

journal contribution
posted on 01.03.2021, 00:00 authored by P Erdős, Y Li, Ruipeng LiuRuipeng Liu, A Mende
Same same but different – Stylized facts of CTA sub strategies

History

Journal

International Review of Financial Analysis

Volume

74

Article number

101657

Pagination

1 - 12

Publisher

Elsevier

Location

Amsterdam, The Netherlands

ISSN

1057-5219

Language

eng

Publication classification

C1 Refereed article in a scholarly journal; C Journal article