Pairs trading : performance of a relative value arbitrage rule
By: Gatev, Evan G.
Contributor(s): Goetzmann, William N | Rouwenhorst, K. Geert.
Material type: BookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Description: 33.Call No.: KF6383 G373P Subject(s): ARBITRAGE -- UNITED STATES -- ECONOMETRIC MODELS | STOCKS -- PRICE -- UNITED STATES -- ECONOMETRIC MODELS | ECONOMICS -- RESEARCHNo physical items for this record
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