Citations refer to the original publication, not to a Scieee localized version.
Ghanem, S., Harasheh, M., Sbaih, Q., & Ajmal, T. K. (2024). The predictability of technical analysis in foreign exchange market using forward return: evidence from developed and emerging currencies. Abingdon: Taylor & Francis. https://doi.org/10.1080/23311975.2024.2428781
Ghanem, Seri, et al. The predictability of technical analysis in foreign exchange market using forward return: evidence from developed and emerging currencies. Abingdon: Taylor & Francis, 2024. https://doi.org/10.1080/23311975.2024.2428781.
Ghanem, Seri, Murad Harasheh, Qays Sbaih, and T. K. Ajmal. The predictability of technical analysis in foreign exchange market using forward return: evidence from developed and emerging currencies. Abingdon: Taylor & Francis, 2024. https://doi.org/10.1080/23311975.2024.2428781.
Ghanem, S. et al. (2024) The predictability of technical analysis in foreign exchange market using forward return: evidence from developed and emerging currencies. Abingdon: Taylor & Francis. Available at: https://doi.org/10.1080/23311975.2024.2428781.
S. Ghanem, M. Harasheh, Q. Sbaih, and T. K. Ajmal, “The predictability of technical analysis in foreign exchange market using forward return: evidence from developed and emerging currencies,” Abingdon: Taylor & Francis, 2024, doi: 10.1080/23311975.2024.2428781.
@misc{ghanem2024predictability,
author = {Ghanem, Seri and Harasheh, Murad and Sbaih, Qays and Ajmal, T. K.},
title = {The predictability of technical analysis in foreign exchange market using forward return: evidence from developed and emerging currencies},
year = {2024},
publisher = {Abingdon: Taylor \& Francis},
doi = {10.1080/23311975.2024.2428781},
url = {https://doi.org/10.1080/23311975.2024.2428781}
}
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