Pairs trading: is it applicable to exchange-traded funds?-Reference-Cited by-同舟云学术

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Pairs trading: is it applicable to exchange-traded funds?

Published:2021-08 Issue: Volume: Page:
ISSN:2214-8450
Container-title:Borsa Istanbul Review
language:en
Short-container-title:Borsa Istanbul Review

Author:

Tokat Ekin^ORCID,Hayrullahoğlu Ahmet Cevdet

Funder

TÜBİTAK

Publisher

Elsevier BV

Subject

General Medicine

Reference33 articles.

1. Quantitative trading: How to build your own algorithmic trading business;Chan,2008

2. Algorithmic trading: Winning strategies and their rationale;Chan,2013

3. Pairs trading with partial cointegration;Clegg;Quantitative Finance,2018

4. Does simple pairs trading still work?;Do;Financial Analysts Journal,2010

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Machine Learning-Enhanced Pairs Trading;Forecasting;2024-06-11

2. Cointegrated Portfolios and Volatility modeling in the Cryptocurrency Market;SSRN Electronic Journal;2024

3. An Entropic Approach for Pair Trading in PSX;Entropy;2023-03-13

4. A proposal for measuring efficiency losses of asset management companies: Frontier-based approach;Borsa Istanbul Review;2022-09

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