Pairs trading: is it applicable to exchange-traded funds?
Year of publication: |
2022
|
---|---|
Authors: | Tokat, Ekin ; Hayrullahoğlu, Ahmet Cevdet |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 22.2022, 4, p. 743-751
|
Subject: | Cointegration | Exchange traded fund market | Pairs trading | Quantitative strategies | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Kointegration | Anlageverhalten | Behavioural finance |
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