Search Results - subject:"Relative-value arbitrage"

Stephenson, Jeff; Vanstone, Bruce; Hahn, Tobias - In: Computational economics 58 (2021) 4, pp. 943-964

Persistent link: https://www.econbiz.de/10012697772

Krauss, Christopher - 2015

This survey reviews the growing literature on pairs trading frameworks, i.e., relative-value arbitrage strategies …

Persistent link: https://www.econbiz.de/10011315467

Krauss, Christopher - 2015

This survey reviews the growing literature on pairs trading frameworks, i.e., relative-value arbitrage strategies …

Persistent link: https://www.econbiz.de/10011312752

Krauss, Christopher - In: Journal of economic surveys 31 (2017) 2, pp. 513-545

Persistent link: https://www.econbiz.de/10011757532

Jacobs, Heiko; Weber, Martin - In: Journal of Financial Markets 23 (2015) C, pp. 75-97

We perform a large-scale empirical analysis of pairs trading, a popular relative-value arbitrage approach. We start …

Persistent link: https://www.econbiz.de/10011263886

Jacobs, Heiko; Weber, Martin - In: Journal of financial markets 23 (2015), pp. 75-97

Persistent link: https://www.econbiz.de/10011377498

Kharma, Céline - In: Essays on exchange traded funds, market quality and …, (pp. 1-32). 2018

other. This constitutes an ideal setting for a relative value arbitrage strategy. In the third paper, I identify instances …

Persistent link: https://www.econbiz.de/10011962540