Lucio Sarno

Professor of Finance, Head of Faculty
Cass Business School

Research papers

Date Research papers
Mar 2013

Information Flows in Dark Markets: Dissecting Customer Currency Trades

Working Papers No 405

Other authors: Lukas Menkhoff, Maik Schmeling and Andreas Schrimpf

Dec 2011

Currency Momentum Strategies

Working Papers No 366

Other authors: Lukas Menkhoff, Maik Schmeling and Andreas Schrimpf