Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Xehetasun bibliografikoak
Egile nagusia: Gatev, Evan G.
Beste egile batzuk: Goetzmann, William N., Rowenhorst, K. Geert
Formatua: Liburua
Hizkuntza:English
Argitaratua: Cambridge National Bureau of Economic Research 1999.
Saila:NBER working paper series no.7032
Gaiak:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.