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Normal view MARC view ISBD view

Pairs trading : performance of a relative value arbitrage rule

Gatev, Evan G.

Pairs trading : performance of a relative value arbitrage rule - Cambridge, Mass. : National Bureau of Economic Research, 1999 - 33

Subjects--Topical Terms:
ARBITRAGE--UNITED STATES--ECONOMETRIC MODELS
STOCKS--PRICE--UNITED STATES--ECONOMETRIC MODELS
ECONOMICS--RESEARCH

LC Class. No.: KF6383 / G373P

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