Are carry, momentum and value still there in currencies?

Original language	English
DOIs	https://doi.org/10.2139/ssrn.4024296
Publication status	Published - 02 Feb 2022

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Student theses

• The future of equity release schemes in the UK

  Author: Sharma, T., Dec 2019

  Supervisor: French, D. (Supervisor) & McKillop, D. (Supervisor)

  Student thesis: Doctoral Thesis › Doctor of Philosophy

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Hutchinson, M. C., Kyziropoulos, P. E., O'Brien, J., O'Reilly, P., & Sharma, T. (2022). Are carry, momentum and value still there in currencies? https://doi.org/10.2139/ssrn.4024296

Hutchinson, Mark C. ; Kyziropoulos, Panagiotis E. ; O'Brien, John et al. / Are carry, momentum and value still there in currencies?. 2022.

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title = "Are carry, momentum and value still there in currencies?",

author = "Hutchinson, {Mark C.} and Kyziropoulos, {Panagiotis E.} and John O'Brien and Philip O'Reilly and Tripti Sharma",

year = "2022",

month = feb,

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doi = "10.2139/ssrn.4024296",

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Hutchinson, MC, Kyziropoulos, PE, O'Brien, J, O'Reilly, P & Sharma, T 2022 'Are carry, momentum and value still there in currencies?'. https://doi.org/10.2139/ssrn.4024296

Are carry, momentum and value still there in currencies? / Hutchinson, Mark C.; Kyziropoulos, Panagiotis E. ; O'Brien, John et al.

2022.

Research output: Working paper

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AU - Kyziropoulos, Panagiotis E.

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AU - O'Reilly, Philip

AU - Sharma, Tripti

PY - 2022/2/2

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DO - 10.2139/ssrn.4024296

M3 - Working paper

BT - Are carry, momentum and value still there in currencies?

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Hutchinson MC, Kyziropoulos PE, O'Brien J, O'Reilly P, Sharma T. Are carry, momentum and value still there in currencies? 2022 Feb 2. doi: 10.2139/ssrn.4024296