Author's accepted version (post-print).This is an Accepted Manuscript of an article published by Taylor and Francis in Applied Economics on 27/04/2017, available online: http://www.tandfonline.com/10.1080/00036846.2017.1321837.Available from 28/10/2018
The main goal of the paper is to introduce different models to calculate the amount of money that mu...
The paper compares the final profitability of a cointegration-based pairs trading strategy when pai...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...
We study the performance of a high-frequency pairs trading (PT) strategy on the 100 most liquid stoc...
International audiencePairs trading is a popular dollar-neutral trading strategy. This article, usin...
International audiencePairs trading is a popular dollar-neutral trading strategy. This article, usin...
International audiencePairs trading is a popular dollar-neutral trading strategy. This article, usin...
In recent years, more sophisticated techniques for analyzing data and exponential increase in comput...
Pairs trading is a strategy that takes advantage of the temporary mispricing of two assets with a lo...
In this study it was examined whether Pairs trading is a potentially profitable trading strategy on ...
This article examines an equity pairs trading strategy using daily, weekly and monthly European shar...
Pairs Trading refers to a statistical arbitrage approach devised to take advantage from short ...
The turbulent market environment experienced over the last decades has attracted the broad interest ...
We investigate the use of investment strategy called pairs trading on small-sized equity markets loc...
In this thesis we examine the performance of a relative value strategy called Pairs Trading. Pairs T...
The main goal of the paper is to introduce different models to calculate the amount of money that mu...
The paper compares the final profitability of a cointegration-based pairs trading strategy when pai...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...
We study the performance of a high-frequency pairs trading (PT) strategy on the 100 most liquid stoc...
International audiencePairs trading is a popular dollar-neutral trading strategy. This article, usin...
International audiencePairs trading is a popular dollar-neutral trading strategy. This article, usin...
International audiencePairs trading is a popular dollar-neutral trading strategy. This article, usin...
In recent years, more sophisticated techniques for analyzing data and exponential increase in comput...
Pairs trading is a strategy that takes advantage of the temporary mispricing of two assets with a lo...
In this study it was examined whether Pairs trading is a potentially profitable trading strategy on ...
This article examines an equity pairs trading strategy using daily, weekly and monthly European shar...
Pairs Trading refers to a statistical arbitrage approach devised to take advantage from short ...
The turbulent market environment experienced over the last decades has attracted the broad interest ...
We investigate the use of investment strategy called pairs trading on small-sized equity markets loc...
In this thesis we examine the performance of a relative value strategy called Pairs Trading. Pairs T...
The main goal of the paper is to introduce different models to calculate the amount of money that mu...
The paper compares the final profitability of a cointegration-based pairs trading strategy when pai...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...
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