Improving statistical arbitrage investment strategy: Evidence from Latin American stock markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Improving statistical arbitrage investment strategy: Evidence from Latin American stock markets

Published:2020-09 Issue:3 Volume:26 Page:4424-4440
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Caneo Fernando¹,Kristjanpoller Werner¹^ORCID

Affiliation:

1. Departamento de Industrias Universidad Técnica Federico Santa María Valparaíso Chile

Funder

Universidad Técnica Federico Santa María

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2023

Reference54 articles.

1. Statistical arbitrage in the US equities market

2. Bogomolov T.Pairs Trading in the Land Down Under (November 30 2010). Finance and Corporate Governance Conference 2011 Paper Available at SSRN:https://ssrn.com/abstract=1717295orhttps://dx.doi.org/10.2139/ssrn.1717295

3. Pairs trading based on statistical variability of the spread process

4. High-Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution, and Patterns in Returns

Cited by 2 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. COMPETITIVENESS AND BUSINESS EXCELLENCE OF LARGE CROATIAN COMPANIES WITH A SPECIAL FOCUS ON STOCK MARKET VALUE;EMC Review - Časopis za ekonomiju - APEIRON;2024-03-21

2. Testing of Portfolio Optimization by Timor-Leste Portfolio Investment Strategy on the Stock Market;Journal of Risk and Financial Management;2024-02-18

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP