Pairs trading in the UK equity market: risk and return

European Journal of Finance

Volumn 22, Issue 14, 2016, Pages 1363-1387

  Bowen, David A ^a   Hutchinson, Mark C ^b  

^a Interactive Data Corp   (United States)

^b UNIVERSITY COLLEGE CORK   (Ireland)

Author keywords

asset allocation; hedge funds; pairs trading; statistical arbitrage

Indexed keywords

EID: 84991071446     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/1351847X.2014.953698     Document Type: Article

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