Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Bibliografiska uppgifter
Huvudupphovsman: Gatev, Evan G.
Övriga upphovsmän: Goetzmann, William N., Rowenhorst, K. Geert
Materialtyp: Bok
Språk:English
Publicerad: Cambridge National Bureau of Economic Research 1999.
Serie:NBER working paper series no.7032
Ämnen:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.