Is pairs trading profitable on China AH-share markets?
Year of publication: |
2014
|
---|---|
Authors: | Li, Mao Liang ; Chui, Chin Man ; Li, Chang Qing |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 16/18, p. 1116-1121
|
Subject: | pairs trading | China market | cross listing | cointegration | IAPM | China | Kointegration | Cointegration | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance | Zweitlisting | Dual listing |
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