Illuminating the profitability of pairs trading : a test of the relative pricing efficiency of markets for water utility stocks
Year of publication: |
2011
|
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Authors: | Gutiérrez, José Angel ; Tse, Yiuman |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 6.2011, 2, p. 50-64
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Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Wasserwirtschaft | Water industry | Rentabilität | Profitability | Theorie | Theory | Schätzung | Estimation | Wasser | Water |
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