On the determinants of pairs trading profitability
Year of publication: |
2015
|
---|---|
Authors: | Jacobs, Heiko ; Weber, Martin |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 23.2015, C, p. 75-97
|
Publisher: |
Elsevier |
Subject: | Pairs trading | Relative-value arbitrage | Return predictability | International stock markets | Limited attention | Limits to arbitrage |
-
On the determinants of pairs trading profitability
Jacobs, Heiko, (2015)
-
Does foreign information predict the returns of multinational firms worldwide?
Finke, Christian, (2015)
-
Market liquidity and exposure of hedge funds
Siegmann, Adriaan Hendrik, (2011)
- More ...
-
Jacobs, Heiko, (2014)
-
The Trading Volume Impact of Local Bias: Evidence from a Natural Experiment
Jacobs, Heiko, (2012)
-
On the determinants of pairs trading profitability
Jacobs, Heiko, (2015)
- More ...