Profitability of pairs trading strategy in an illiquid market with multiple share classes
| Year of publication: |
2012
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|---|---|
| Authors: | Broussard, John Paul ; Vaihekoski, Mika |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 22.2012, 5, p. 1188-1202
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