Stock price co-movement and the foundations of pairs trading
Year of publication: |
2019
|
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Authors: | Farago, Adam ; Hjalmarsson, Erik |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 2, p. 629-665
|
Subject: | Pairs trading | Stock price co-movement | Cointegration | Börsenkurs | Share price | Kointegration | Portfolio-Management | Portfolio selection | Institutioneller Investor | Institutional investor | Preiskonvergenz | Price convergence | Kapitalanlage | Financial investment | Theorie | Theory |
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