Stock Price Co-Movement and the Foundations of Pairs Trading

Autor:	Farago, Adam, Hjalmarsson, Erik
Zdroj:	The Journal of Financial and Quantitative Analysis, 2019 Apr 01. 54(2), 629-665.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/26673003 Zobrazit plný text záznamu