Currency Conversion of Fama/French Factors: How and Why

SSRN Electronic Journal ◽

10.2139/ssrn.3437648 ◽

2020 ◽

Cited By ~ 1

Author(s):

Maximilian Glück ◽

Benjamin Hübel ◽

Hendrik Scholz

Keyword(s):

Fama French Factors ◽

Currency Conversion

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Currency Conversion of Fama–French Factors: How and Why

The Journal of Portfolio Management ◽

10.3905/jpm.2020.1.192 ◽

2020 ◽

Vol 47 (2) ◽

pp. 157-175

Author(s):

Maximilian Glück ◽

Benjamin Hübel ◽

Hendrik Scholz

Keyword(s):

Fama French Factors ◽

Currency Conversion

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A Study On Technical Analysis With Reference To International Forex

Think India ◽

10.26643/think-india.v22i3.8470 ◽

2019 ◽

Vol 22 (3) ◽

pp. 1129-1144

Author(s):

Bichith C. Sekhar ◽

A. Umamaheswari

Keyword(s):

Foreign Exchange ◽

Abnormal Return ◽

Foreign Exchange Market ◽

Relative Strength ◽

Exchange Market ◽

Strength Index ◽

Technical Tool ◽

Alpha Beta ◽

Decentralized Market ◽

Currency Conversion

The foreign exchange market (Forex, FX, or currency market) is a global decentralized market for the trading of currencies. The foreign exchange market assists international trade and investments by enabling currency conversion. Our study is to test the technical tools to analyze about the technical impact and its return in the market. For this purpose 13 cross currency pairs were taken as sample size and Jensen’s Alpha, Beta, Relative Strength Index, and Buy and Hold Abnormal Return were used as technical tool for analysis and the conclusion is that it’s not preferred to invest in JPY pairs as the volatility and the return are not up to the mark and its preferred to invest in EURCAD as the return was high when compared to other scripts and the market was moving accordingly to its cross currency pair.

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