Pairs trading with commodity futures : evidence from the Chinese market
Year of publication: |
2017
|
---|---|
Authors: | Yang, Yurun ; Goncu, Ahmet ; Pantelous, Athanasios |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 7.2017, 3, p. 274-294
|
Subject: | Market efficiency | Statistical arbitrage | Commodity futures | Pairs trading | Rohstoffderivat | Commodity derivative | Arbitrage | China | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance | Warenbörse | Commodity exchange |
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