Large-scale empirical study on pairs trading for all...

Large-scale empirical study on pairs trading for all possible pairs of stocks listed in the first section of the Tokyo Stock Exchange

Murota, Mitsuaki, Inoue, Jun-ichi
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Volume:
12
Language:
english
Journal:
Evolutionary and Institutional Economics Review
DOI:
10.1007/s40844-015-0002-5
Date:
June, 2015
File:
PDF, 1.24 MB
english, 2015
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