Work

Long-run relations among equity indices under different market conditions: Implications on the implementation of statistical arbitrage strategies

Year: 2010

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2010.05.003

Author: Christos Alexakis

Institution: University of Piraeus

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1969069504

FWCI: 3.343

Cites: 53

Cited by: 21

Related to: 10