Do momentum and reversal strategies work in commodity futures? A comprehensive study

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Review of Behavioral Finance
DOIs	https://doi.org/10.1108/rbf-05-2019-0067
Publication status	Published - 23 Apr 2020

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@article{f058c10cc601445e88984319d8828d1f,

title = "Do momentum and reversal strategies work in commodity futures? A comprehensive study",

author = "Andrew Urquhart and Hanxiong Zhang",

year = "2020",

month = apr,

day = "23",

doi = "10.1108/rbf-05-2019-0067",

language = "English",

journal = "Review of Behavioral Finance",

issn = "1940-5979",

publisher = "Emerald",

}

TY - JOUR

T1 - Do momentum and reversal strategies work in commodity futures? A comprehensive study

AU - Urquhart, Andrew

AU - Zhang, Hanxiong

PY - 2020/4/23

Y1 - 2020/4/23

UR - http://dx.doi.org/10.1108/rbf-05-2019-0067

U2 - 10.1108/rbf-05-2019-0067

DO - 10.1108/rbf-05-2019-0067

M3 - Article

SN - 1940-5979

JO - Review of Behavioral Finance

JF - Review of Behavioral Finance

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