The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Baiquan Ma, Robert Ślepaczuk
| Year of publication: |
2022
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|---|---|
| Authors: | Ma, Baiquan ; Ślepaczuk, Robert |
| Publisher: |
Warsaw : University of Warsaw, Faculty of Economic Sciences |
| Subject: | pairs trading strategy | market neutral strategy | algorithmic trading strategy | distance method | cointegration | and correlation trading | efficient market hypothesis | investment portfolio | algorithmic trading | Hang Seng index | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Wertpapierhandel | Securities trading | Korrelation | Correlation | Finanzanalyse | Financial analysis | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Kointegration | Cointegration | Kapitalanlage | Financial investment | Börsenkurs | Share price |
freely available
| Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Warsaw : [Faculty of Economic Sciences, University of Warsaw], ISSN 2957-0506, ZDB-ID 2890271-3. - Vol. no. 2022, 2 = 378 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012816711