Empirical investigation of an equity pairs trading strategy
Huafeng (Jason) Chen, Shaojun (Jenny) Chen, Zhuo Chen, Feng Li
| Year of publication: |
2019
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|---|---|
| Authors: | Chen, Huafeng Jason ; Chen, Shaojun ; Chen, Zhuo ; Li, Feng |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 1, p. 370-389
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| Subject: | pairs trading | pairs momentum | industry momentum | short-term reversal | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Kapitalanlage | Financial investment | Finanzanalyse | Financial analysis | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2017.2825 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011991494