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Pairs trading is a popular dollar-neutral trading strategy. This article, using the components of the S&P 500 index, explores the performance of a pairs trading system based on various pairs selection methods. Whereas large empirical applications in the literature focus on the distance method,...
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Purpose: The purpose of this paper is to coordinate the different stages involved in designing a “CSR approach” in order to visualize and analyze micro-contradictions occurring between players in a multidisciplinary team. Design/methodology/approach: This intervention research project was...
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