Pairs Trading: Performance of a Relative-Value Arbitrage Rule
| Year of publication: |
2006
|
|---|---|
| Authors: | Gatev, Evan ; Goetzmann, William N. ; Rouwenhorst, K.Geert |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 19.2006, 3, p. 797-828
|