Statistical Arbitrage in the U.S. Equities Market
Year of publication: |
2008
|
---|---|
Authors: | Avellaneda, Marco ; Lee, Jeong-Hyun |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | Arbitrage | Aktienmarkt | Stock market | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 11, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1153505 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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