The high sensitivity of pairs trading returns

Applied Economics Letters

Volumn 20, Issue 14, 2013, Pages 1301-1304

  Nicolas, Huck ^a  

^a UNIVERSITÉ DE LORRAINE   (France)

Author keywords

pairs selection; pairs trading; sensitivity

Indexed keywords

ECONOMIC ANALYSIS; EMPIRICAL ANALYSIS; NUMERICAL METHOD; PROFITABILITY;

EID: 84879999755     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504851.2013.802121     Document Type: Article

References (13)

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