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1
Are cryptocurrencies cryptic or a source of
arbitrage
? : a genetic algorithm approach
Bewaji, Oluwasegun
;
Hamid, Sania
;
Aerts, Timothy
;
Byck, …
- In:
The journal of financial market infrastructures
11
(
2023
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014484591
Saved in:
2
Trading death : the implications of annuity replication for the annuity puzzle,
arbitrage
, speculation and portfolios
Sutcliffe, Charles M. S.
- In:
International review of financial analysis
38
(
2015
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011337617
Saved in:
3
Statistical
arbitrage
pairs trading strategies : review and outlook
Krauss, Christopher
-
2015
This survey reviews the growing literature on pairs trading frameworks, i.e., relative-value
arbitrage
strategies …
Persistent link: https://www.econbiz.de/10011312752
Saved in:
4
Fundamental analysis, institutional investment, and limits to
arbitrage
Xue, Yanfeng
;
Zhang, May H.
- In:
Journal of business finance & accounting : JBFA
38
(
2011
)
9/10
,
pp. 1156-1183
Persistent link: https://www.econbiz.de/10009419327
Saved in:
5
Arbitrage
risk and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
Saved in:
6
High frequency and dynamic pairs trading based on statistical
arbitrage
using a two-stage correlation and cointegration approach
Miao, George J.
- In:
International journal of economics and finance
6
(
2014
)
3
,
pp. 96-110
Persistent link: https://www.econbiz.de/10010339601
Saved in:
7
Arbitrage
and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Zhuo, Jin
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
8
Which pairs of stocks should we trade? : selection of pairs for statistical
arbitrage
and pairs trading in Karachi stock exchange
Qazi, Laila Taskeen
;
Rahman, Atta Ur
;
Gul, Saleem
- In:
The Pakistan development review : PDR
54
(
2015
)
3
,
pp. 215-244
Persistent link: https://www.econbiz.de/10011561574
Saved in:
9
Selection of a portfolio of pairs based on cointegration : a statistical
arbitrage
strategy
Caldeira, João F.
;
Moura, Guilherme Valle
- In:
Revista Brasileira de Finanças : RBFin
11
(
2013
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10010436848
Saved in:
10
Trading death : the implications of annuity replication for the annuity puzzle,
arbitrage
, speculation and portfolios
Sutcliffe, Charles M. S.
-
2013
Persistent link: https://www.econbiz.de/10009782737
Saved in:
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