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Pairs Trading: Performance of a Relative-Value Arbitrage ... | ResearchHub
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Pairs Trading: Performance of a Relative-Value Arbitrage Rule
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Authors
Evan Gatev
3 more
Evan Gatev
•
William Goetzmann
1 more
•
K. Rouwenhorst
Published
January 1, 2006
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Journal
Review of Financial Studies
Topics
Biology
Finance
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Economics
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DOI
10.1093/rfs/hhj020
Other Formats
PDF
Supporters
Support the authors with ResearchCoin
Tip RSC
Journal
Review of Financial Studies
Topics
Biology
Finance
Chemistry
Economics
Biochemistry
Show all topics
DOI
10.1093/rfs/hhj020
Other Formats
PDF
