Profitability of a simple pairs trading strategy: recent evidences from a global context

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	1650023
Journal	International Journal of Theoretical and Applied Finance
Volume	19
Issue number	04
DOIs	https://doi.org/10.1142/S0219024916500230
Publication status	Published - 4 Apr 2016

Keywords

@article{4fa5e23a82f04a2782a325143646c8b6,

title = "Profitability of a simple pairs trading strategy: recent evidences from a global context",

keywords = "Accounting and finance",

author = "Jia Miao and Jason Laws",

year = "2016",

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day = "4",

doi = "10.1142/S0219024916500230",

language = "English",

volume = "19",

journal = "International Journal of Theoretical and Applied Finance",

issn = "0219-0249",

publisher = "World Scientific Publishing Co. Pte Ltd",

number = "04",

}

TY - JOUR

T1 - Profitability of a simple pairs trading strategy

T2 - recent evidences from a global context

AU - Miao, Jia

AU - Laws, Jason

PY - 2016/4/4

Y1 - 2016/4/4

KW - Accounting and finance

U2 - 10.1142/S0219024916500230

DO - 10.1142/S0219024916500230

M3 - Article

SN - 0219-0249

VL - 19

JO - International Journal of Theoretical and Applied Finance

JF - International Journal of Theoretical and Applied Finance

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