Pairs trading
Subtitle: performance of a relative value arbitrage rule
By: Evan G. Gatev, William N. Goetzmann, K. Geert Rouwenhorst.
Contributors: Goetzmann, William N.; Rouwenhorst, K. Geert.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7032; Working paper series (National Bureau of Economic Research) -- working paper no. 7032.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 33
Subjects: Arbitrage -- United States -- Econometric models.; Stocks -- Prices -- United States -- Econometric models.
Other titles: Performance of a relative value arbitrage rule
Notes: "March 1999."

Includes bibliographical references (p. 23-24).

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