Monthly seasonality in currency returns: 1972-2010

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Title Monthly seasonality in currency returns: 1972-2010
Author Li, Bin; Liu, Benjamin; Bianchi, Robert; Su, Jen-Je
Year Published 2011
Publisher JASSA
Citation JASSA - The Finsia Journal of Applied Finance, Vol. 2011(3), pp. 6-11
Peer Reviewed Yes
Published Yes
Publisher URI http://www.finsia.com/JASSA
Copyright Statement Copyright 2011 JASSA and the Authors. The attached file is reproduced here in accordance with the copyright policy of the publisher. Please refer to the journal's website for access to the definitive, published version.
Faculty Griffith Business School
Publication Type Journal Articles (Refereed Article)

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