Cross-asset Time-series Momentum (Equities and Crude Oil)
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Cross-asset time-series momentum: Crude oil options and global stock markets
Adrián Fernández-Pérez; Ivan Indriawan; Yiuman Tse; Yahua Xu
Auckland University of Technology- Auckland University of Technology - Department of Finance
University of Missouri–St. Louis- University of Missouri at Saint Louis
Central University of Finance and Economics- Central University of Finance and Economics (CUFE) - China Economics and Management Academy
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