Pairs trading and asset pricing
Yun Xiang, Jiaxuan He
| Year of publication: |
2022
|
|---|---|
| Authors: | Xiang, Yun ; He, Jiaxuan |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 72.2022, p. 1-20
|
| Subject: | Consumption-based asset pricing model | Cross section of stock return | Equity risk premium | Pairs trading | Statistical arbitrage | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Arbitrage | Kapitalmarkttheorie | Financial economics | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370400