Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Detalles Bibliográficos
Autor Principal: Gatev, Evan G.
Outros autores: Goetzmann, William N., Rowenhorst, K. Geert
Formato: Libro
Idioma:English
Publicado: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7032
Subjects:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.