Large-scale empirical study on pairs trading for all possible pairs of stocks listed in the first section of the Tokyo Stock Exchange
Mitsuaki Murota; Jun-ichi Inoue
| Year of publication: |
2015
|
|---|---|
| Authors: | Murota, Mitsuaki ; Inoue, Jun-ichi |
| Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 12.2015, 1, p. 61-79
|
| Subject: | Pairs trading | Empirical data analysis | Financial time series | First-passage processes | Tokyo Stock Exchange | Econophysics | Japan | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Börsenhandel | Stock exchange trading | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Ökonophysik |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011300172