Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Détails bibliographiques
Auteur principal: Gatev, Evan G.
Autres auteurs: Goetzmann, William N., Rowenhorst, K. Geert
Format: Livre
Langue:English
Publié: Cambridge National Bureau of Economic Research 1999.
Collection:NBER working paper series no.7032
Sujets:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.