The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
Do momentum-based strategies work in emerging currency markets?
Overview
Integrity signals
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Cites
Statistics
Verification
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“Chong and Ip [11] show that the momentum strategy yields considerable returns in emerging currency markets.”
From Revisiting the Performance of MACD and RSI Oscillators (2014) · cites this paper as [11]
Citations
Cites
Data-snooping, technical trading rule performance and the Bootstrap
Sullivan, R., Timmermann, A., & White, H. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00163 · Cited by 1,028 · cited 1×
“In addition, by evaluating 354 moving average combinations, the problem of data snooping (Sullivan et al., 1999) can be alleviated.”
BackgroundDistinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct?
Fischer, S. L. (2001) · The Journal of Economic Perspectives · doi:10.1257/jep.15.2.3 · Cited by 869
An Anatomy of Trading Strategies
Conrad, J., & Kaul, G. (1998) · Review of Financial Studies · doi:10.1093/rfs/11.3.489 · Cited by 855
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Gatev, E., Goetzmann, W. N., & Rouwenhorst, K. G. (2006) · Review of Financial Studies · doi:10.1093/rfs/hhj020 · Cited by 783
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
Neely, C., Weller, P., & Dittmar, R. (1997) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2331231 · Cited by 640
Beating the Foreign Exchange Market
SWEENEY, R. J. (1986) · The Journal of Finance · doi:10.1111/j.1540-6261.1986.tb04497.x · Cited by 450
Technical trading rule profitability and foreign exchange intervention
LeBaron, B. (1999) · Journal of International Economics · doi:10.1016/s0022-1996(98)00061-0 · Cited by 390
Do Momentum-Based Strategies Still Work in Foreign Currency Markets?
Okunev, J., & White, D. (2003) · The Journal of Financial and Quantitative Analysis · doi:10.2307/4126758 · Cited by 309
Tests of Technical Trading Strategies in the Emerging Equity Markets of Latin America and Asia
Ratner, M., & Leal, R. P. C. (1999) · Journal of Banking & Finance · doi:10.1016/s0378-4266(99)00042-4 · Cited by 243
Have trading rule profits in the currency markets declined over time?
Olson, D. (2004) · Journal of Banking & Finance · doi:10.1016/s0378-4266(02)00399-0 · Cited by 202
Cited by
Revisiting the Performance of MACD and RSI Oscillators
Chong, T., Ng, W.-K., & Liew, V. (2014) · Journal of Risk and Financial Management · doi:10.3390/jrfm7010001 · Cited by 95
“Chong and Ip [11] show that the momentum strategy yields considerable returns in emerging currency markets.”
BackgroundSelf-citation(2013) · RePEc: Research Papers in Economics · Cited by 7
Metadata
- Authors
- Chong, T. T.-L., & Ip, H. T.-S.
- Affiliations
- Chinese University of Hong Kong (HK)
- Corresponding author
- Chong, Terence Tai-Leung
- Venue
- Pacific-Basin Finance Journal
- Publisher
- Elsevier BV
- Published
- 2009-09
- Volume
- 17
- Issue
- 4
- Pages
- 479-493
- ISSN
- 0927-538X (ISSN-L)
- OpenAlex
- W2074419111
- Cited by
- 28
- References
- 23
- Citations by year
- 2020: 1 · 2019: 3 · 2018: 2 · 2017: 1 · 2016: 1 · 2015: 2 · 2014: 3 · 2013: 3 · 2012: 1
- FWCI
- 6.41
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- www.elsevier.com/tdm/userlicense/1.0/ (tdm)
- Locations
- Pacific-Basin Finance Journal (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Keywords
- momentum strategies, technical trading rules, foreign exchange market, moving average rules, trading rule profitability, transaction costs, financial crisis, currency returns
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Do momentum-based strategies work in emerging currency markets? https://app.cochat.ai/papers/10.1016/j.pacfin.2008.11.002
- The paper
- Chong, T. T.-L., & Ip, H. T.-S. (2009). Do momentum-based strategies work in emerging currency markets? Pacific-Basin Finance Journal. https://doi.org/10.1016/j.pacfin.2008.11.002
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
