Pairs Trading: Performance of a Relative Value Arbitrage Rule

doi 10.3386/w7032
Full Text
Abstract

Available in full text

Date
Authors
Publisher

National Bureau of Economic Research

Related search

Trading and Arbitrage in Cryptocurrency Markets

SSRN Electronic Journal
2018English

Pairs Trading With Partial Cointegration

Quantitative Finance
EconomicsEconometricsFinance
2017English

Appraisal Arbitrage and Shareholder Value

SSRN Electronic Journal
2017English

Asymmetric Arbitrage Trading on Offshore and Onshore Renminbi Markets

Empirical Economics
StatisticsProbabilityEconomicsEconometricsMathematicsSocial Sciences
2018English

M of a Kind: A Multivariate Approach at Pairs Trading

SSRN Electronic Journal
2007English

A Pieri Rule for Hermitian Symmetric Pairs I

Pacific Journal of Mathematics
Mathematics
2004English

Pairs Trading With Crypto: Evidence From Bitcoin

2019English

The Impact of the Public Fund Securities Transaction Tax Exemption on Arbitrage Trading

Korean Journal of Financial Studies
2020English

Diameter Priority Attribute-Value Pairs

2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy