Stock Price Co-Movement and the Foundations of Pairs Trading
Year of publication: |
2018
|
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Authors: | Farago, Adam |
Other Persons: | Hjalmarsson, Erik (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Pairs trading | Stock price co-movement | Cointegration | Börsenkurs | Share price | Kointegration | Portfolio-Management | Portfolio selection | Institutioneller Investor | Institutional investor | Preiskonvergenz | Price convergence | Kapitalanlage | Financial investment | Theorie | Theory |
Extent: | 1 Online-Ressource (55 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial and Quantitative Analysis (JFQA), Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 22, 2018 erstellt |
Classification: | C22 - Time-Series Models ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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