On the determinants of pairs trading profitability

Journal of Financial Markets

Volumn 23, Issue , 2015, Pages 75-97

  Jacobs, Heiko ^a   Weber, Martin ^a  

^a UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

International stock markets; Limited attention; Limits to arbitrage; Pairs trading; Relative value arbitrage; Return predictability

Indexed keywords

EID: 84926410076     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2014.12.001     Document Type: Article

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