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Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Gatev, Evan; Goetzmann, William N.; Rouwenhorst, K. Geert - In: The review of financial studies 19 (2013) 3, pp. 797-796
Persistent link: https://www.econbiz.de/10010114580
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Pairs trading : performance of a relative-value arbitrage rule
Gatev, Evan G.; Goetzmann, William N.; Rouwenhorst, K. Geert - In: The review of financial studies 19 (2006) 3, pp. 797-827
Persistent link: https://www.econbiz.de/10003358392
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Fooling some of the people all of the time : the inefficient performance and persistence of commodity trading advisors
Bhardwaj, Geetesh; Gorton, Gary; Rouwenhorst, K. Geert - In: The review of financial studies 27 (2014) 11, pp. 3099-3132
Persistent link: https://www.econbiz.de/10010530184
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Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Gatev, Evan; Goetzmann, William N.; Rouwenhorst, K.Geert - In: The review of financial studies 19 (2006) 3, pp. 797-828
Persistent link: https://www.econbiz.de/10007282231
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Weather-induced mood, institutional investors, and stock returns
Goetzmann, William N.; Kim, Dasol; Kumar, Alok; Wang, Qin - In: The review of financial studies 28 (2015) 1, pp. 73-111
Persistent link: https://www.econbiz.de/10011289296
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Portfolio performance manipulation and manipulation-proof performance measures
Ingersoll, Jonathan E.; Spiegel, Matthew; Goetzmann, … - In: The review of financial studies 20 (2007) 5, pp. 1503-1546
Persistent link: https://www.econbiz.de/10003621177
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Real and private-value assets
Goetzmann, William N.; Spaenjers, Christophe; … - In: The review of financial studies 34 (2021) 8, pp. 3497-3526
Persistent link: https://www.econbiz.de/10012595394