Work

Evaluation of pairs-trading strategy at the Brazilian financial market

Year: 2009

Type: article

Source: Journal of Derivatives & Hedge Funds

DOI: 10.1057/jdhf.2009.4

Author: Marcelo Scherer Perlin

Institutions: Universidade Federal do Rio Grande do Sul, ICMA Centre

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2129040150

FWCI: 9.005

Cites: 20

Cited by: 113

Related to: 10