Pairs trading with commodity futures: evidence from the Chinese market
Year of publication: |
2017
|
---|---|
Authors: | Yang, Yurun ; Goncu, Ahmet ; Pantelous, Athanasios |
Published in: |
China Finance Review International. - Emerald Publishing Limited, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 7.2017, 3, p. 274-294
|
Publisher: |
Emerald Publishing Limited |
Subject: | Market efficiency | Statistical arbitrage | Commodity futures | Pairs trading |
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