Which pairs of stocks should we trade? : selection of pairs for statistical arbitrage and pairs trading in Karachi stock exchange
Laila Taskeen Qazi, Atta Ur Rahman, and Saleem Gul
| Year of publication: |
2015
|
|---|---|
| Authors: | Qazi, Laila Taskeen ; Rahman, Atta Ur ; Gul, Saleem |
| Published in: |
The Pakistan development review : PDR. - Islamabad : [Verlag nicht ermittelbar], ISSN 0030-9729, ZDB-ID 207554-4. - Vol. 54.2015, 3, p. 215-244
|
| Subject: | Pairs Trading | Statistical Arbitrage | Engle-Granger 2-step Comtegration Approach | VECM | Arbitrage | Theorie | Theory | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Börsenhandel | Stock exchange trading | Kointegration | Cointegration |
| 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/10011561574