Is pairs trading profitable on China AH-share markets?

Applied Economics Letters

Volumn 21, Issue 16, 2014, Pages 1116-1121

  Li, Mao Liang ^a   Chui, Chin Man ^a   Li, Chang Qing ^a  

^a XIAMEN UNIVERSITY   (China)

Author keywords

China market; cointegration; cross listing; IAPM; pairs trading

Indexed keywords

EID: 84927176965     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504851.2014.912030     Document Type: Article

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