Pairs trading techniques: An empirical contrast-Reference-Cited by-同舟云学术

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Pairs trading techniques: An empirical contrast

Published:2018-09 Issue:3 Volume:24 Page:160-167
ISSN:2444-8834
Container-title:European Research on Management and Business Economics
language:en
Short-container-title:European Research on Management and Business Economics

Author:

Carrasco Blázquez Mario,De la Orden De la Cruz Carmen,Prado Román Camilo

Publisher

Elsevier BV

Subject

Marketing,Strategy and Management,Economics and Econometrics,Business and International Management

Reference19 articles.

1. Oil, gold, US dollar and stock market interdependencies: A global analytical insight;Arfaoui;European Journal of Management and Business Economics,2017

2. A new technique to modeling and estimation for pairs trading;Do,2006

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

4. The handbook of pairs trading: Strategies using equities, options, and futures;Ehrman,2006

5. Pairs trading;Elliott;Quantitative Finance,2005

Cited by 12 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. Pairs trading in cryptocurrency markets: A comparative study of statistical methods;Investment Analysts Journal;2023-12-02

2. Empirical Study of Pairs Trading in Cambodia Securities Exchange;Journal of Accounting, Finance, Economics, and Social Sciences;2023-06-01

3. Pre-selection in cointegration-based pairs trading;Statistical Methods & Applications;2023-05-22

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

5. Pairs trading in the index options market;Eurasian Economic Review;2023-02-27

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