Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Bibliografiske detaljer
Hovedforfatter: Gatev, Evan G.
Andre forfattere: Goetzmann, William N., Rowenhorst, K. Geert
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 1999.
Serier:NBER working paper series no.7032
Fag:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.