Gatev, E. G., Goetzmann, W. N., & Rowenhorst, K. G. (1999). Pairs trading: Performance of a relative value arbitrage rule. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationGatev, Evan G., William N. Goetzmann, and K. Geert Rowenhorst. Pairs Trading: Performance of a Relative Value Arbitrage Rule. Cambridge: National Bureau of Economic Research, 1999.
MLA (9th ed.) CitationGatev, Evan G., et al. Pairs Trading: Performance of a Relative Value Arbitrage Rule. National Bureau of Economic Research, 1999.
Warning: These citations may not always be 100% accurate.