Pair-trading profitability and short-selling restriction : evidence from the Taiwan stock market
Year of publication: |
2018
|
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Authors: | Wang, Jai-Jen ; Lee, Jin-Ping ; Zhao, Yang |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 55.2018, p. 173-184
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Subject: | Distance filter | Frequency filter | FTSE TWSE Taiwan 50 index | Pair trading | Short-selling restriction | Taiwan | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Leerverkauf | Short selling |
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