Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Gatev, Evan G.
Rannpháirtithe: Goetzmann, William N., Rowenhorst, K. Geert
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge National Bureau of Economic Research 1999.
Sraith:NBER working paper series no.7032
Ábhair:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.