Author
Baronyan, S., Boduroğlu, İ. İ., Şener, Emrah
Publication Date
2010-09
Publication Place
-
Blackwell
Subject
Securities markets, Stock exchanges, Securities industry, Global financial crisis, 2008-2009, Equity
Type
Periodical
Language
English
Digital
Yes
Manuscript
No
Library
Özyeğin University
Library Asset ID
1463-6786
Record ID
08f1d574-3729-49ed-86ee-44e6cbfde47c
Library Location
Business Administration
Date
2010-09
Notes
Due to copyright restrictions, the access to the full text of this article is only available via subscription.
Sample Text
We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use 14 distinct market-neutral trading strategies, using the combination of seven trading methods and two selection methods of pairs trading
DOI
10.1111/j.1467-9957.2010.02204.x
Cilt
78
