TY  - BOOK
AU  - Gatev,Evan G.
AU  - Goetzmann,William N.
AU  - Rouwenhorst,K.Geert
TI  - Pairs trading : performance of a relative value arbitrage rule
AV  - KF6383 G373P
PY  - 1999///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
KW  - ARBITRAGE
KW  - UNITED STATES
KW  - ECONOMETRIC MODELS
KW  - STOCKS
KW  - PRICE
KW  - ECONOMICS
KW  - RESEARCH
ER  -