Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Manylion Llyfryddiaeth
Prif Awdur: Gatev, Evan G.
Awduron Eraill: Goetzmann, William N., Rowenhorst, K. Geert
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Cambridge National Bureau of Economic Research 1999.
Cyfres:NBER working paper series no.7032
Pynciau:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.