Profitability of pairs tradings strategy in an illiquid market with multiple share classes
John Paul Broussard; Mika Vaihekoski
| Year of publication: |
2012
|
|---|---|
| Authors: | Broussard, John Paul ; Vaihekoski, Mika |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 5, p. 1188-1201
|
| Subject: | Pairs-trading | Statistical-arbitrage | Long-Short | OMXH | Finland | Finnland | Portfolio-Management | Portfolio selection | Theorie | Theory | Wertpapierhandel | Securities trading | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010220193