The profitability of contrarian stock pairs identified using a partial adjustment model : an evaluation of Chinese and Australian stocks
Year of publication: |
2013
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Authors: | Abraham, Santosh Mon |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 5.2013, 11, p. 82-94
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Subject: | international arbitrage | pairs-trading | cointegration | partial adjustment model | Australien | Australia | China | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Kointegration | Cointegration |
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