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ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?
Do, Binh; Faff, Robert - In: Journal of Financial Research 35 (2012) 2, pp. 261-287
Persistent link: https://www.econbiz.de/10010581433
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Pairs trading and idiosyncratic cash flow risk
Do, Binh; Faff, Robert - In: Accounting & Finance 61 (2020) 2, pp. 3171-3206
Persistent link: https://www.econbiz.de/10012408356
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Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh; Faff, Robert W. - In: The journal of futures markets 24 (2004) 6, pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
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Does simple pairs trading still work?
Do, Binh; Faff, Robert W. - In: Financial analysts' journal : FAJ 66 (2010) 4, pp. 83-95
Persistent link: https://www.econbiz.de/10008696349
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Are pairs trading profits robust to trading costs?
Do, Binh; Faff, Robert W. - In: The journal of financial research 35 (2012) 2, pp. 261-287
Persistent link: https://www.econbiz.de/10009575914
Cover Image
ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?
Do, Binh; Faff, Robert - In: The journal of financial research : a publ. of the … 35 (2012) 2, pp. 261-288
Persistent link: https://www.econbiz.de/10009979436
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Does Simple Pairs Trading Still Work?
Do, Binh; Faff, Robert - In: Financial analysts' journal : FAJ 66 (2010) 4, pp. 83-96
Persistent link: https://www.econbiz.de/10008443295