Investigation of stochastic pairs trading strategies under different volatility regimes

Name: Investigation of stochastic pairs trading strategies under different volatility regimes
Author: Baronyan, S., Boduroğlu, İ. İ., Şener, Emrah

İsim	Investigation of stochastic pairs trading strategies under different volatility regimes
Yazar	Baronyan, S., Boduroğlu, İ. İ., Şener, Emrah
Basım Tarihi:	2010-09
Basım Yeri	- Blackwell
Konu	Securities markets, Stock exchanges, Securities industry, Global financial crisis, 2008-2009, Equity
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	1463-6786
Kayıt Numarası	08f1d574-3729-49ed-86ee-44e6cbfde47c
Lokasyon	Business Administration
Tarih	2010-09
Notlar	Due to copyright restrictions, the access to the full text of this article is only available via subscription.
Örnek Metin	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

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Investigation of stochastic pairs trading strategies under different volatility regimes

Yazar Baronyan, S., Boduroğlu, İ. İ., Şener, Emrah

Basım Tarihi 2010-09

Basım Yeri - Blackwell

Konu Securities markets, Stock exchanges, Securities industry, Global financial crisis, 2008-2009, Equity

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 1463-6786

Kayıt Numarası 08f1d574-3729-49ed-86ee-44e6cbfde47c

Lokasyon Business Administration

Tarih 2010-09

Notlar Due to copyright restrictions, the access to the full text of this article is only available via subscription.

Örnek Metin 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