An Anatomy of Pairs Trading : The Role of Idiosyncratic News, Common Information and Liquidity
Year of publication: |
[2009]
|
---|---|
Authors: | Engelberg, Joseph |
Other Persons: | Gao, Pengjie (contributor) ; Jagannathan, Ravi (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (68 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 17, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1330689 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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