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Applying hurst exponent in pair trading strategies
Quynh Bui, (2020)
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan, (2022)
Beating the market?
Baumann, Michael, (2018)
Investment strategies that beat the market: What can we squeeze from the market?
Ślepaczuk, Robert, (2018)
Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices
Sakowski, Paweł, (2016)
Efficiency of the Market of Derivative Instruments Listed on the Warsaw Stock Exchange
Ślepaczuk, Robert, (2004)