On the determinants of pairs trading profitability
Heiko Jacobs; Martin Weber
| Year of publication: |
2015
|
|---|---|
| Authors: | Jacobs, Heiko ; Weber, Martin |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 23.2015, p. 75-97
|
| Subject: | Pairs trading | Relative-value arbitrage | Return predictability | International stock markets | Limited attention | Limits to arbitrage | Arbitrage | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011377498