Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Bibliographische Detailangaben
1. Verfasser: Gatev, Evan G.
Weitere Verfasser: Goetzmann, William N., Rowenhorst, K. Geert
Format: Buch
Sprache:English
Veröffentlicht: Cambridge National Bureau of Economic Research 1999.
Schriftenreihe:NBER working paper series no.7032
Schlagworte:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.