Haque, Sharjil Muktafi; Haque, A. K. Enamul - In: Asian Economic and Financial Review 4 (2014) 8, pp. 1091-1105
The objective of this study is to develop a financially profitable Pairs trading model for trading in Dhaka Stock Exchange. Pairs Trade is a statistical arbitrage investment strategy. The study used daily stock prices of a sample of 20 stocks listed in Dhaka Stock Exchange. The research first...