Showing 1 - 10 of 64
Persistent link: https://www.econbiz.de/10014336055
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,...
Persistent link: https://www.econbiz.de/10011104278
Persistent link: https://www.econbiz.de/10012282868
Persistent link: https://www.econbiz.de/10012654152
Persistent link: https://www.econbiz.de/10012426024
Persistent link: https://www.econbiz.de/10014248881
Persistent link: https://www.econbiz.de/10014445426
Persistent link: https://www.econbiz.de/10010363133
Persistent link: https://www.econbiz.de/10008702069
Persistent link: https://www.econbiz.de/10011381294