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Profitable Pair Trading: A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs
Rudy, Jozef, Dunis, Christian, Laws, JasonYear:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2272791
File:
PDF, 653 KB
english, 2010