Profitability of a simple pairs trading strategy: recent evidences from a global context
type: Item
instance of: scholarly article
zbMATH Open document ID: 1396.91698
DOI: 10.1142/S0219024916500230
author: Jia Miao
author: Jason Laws
published in: International Journal of Theoretical and Applied Finance
publication date: 2016-06-22T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6596755
zbMATH Keywords: market neutral strategy
zbMATH Keywords: equity hedge
zbMATH Keywords: relative value strategy
zbMATH Keywords: price convergence and divergence
MaRDI profile type: Publication
cites work: Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique
full work available at URL: s0219024916500230
OpenAlex ID: W2341687251
title: Profitability of a simple pairs trading strategy: recent evidences from a global context
description: scientific article; zbMATH DE number 6596755