Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Bibliographic Details
Main Author: Gatev, Evan G.
Other Authors: Goetzmann, William N., Rowenhorst, K. Geert
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7032
Subjects:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.