Work

Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500

Year: 2015

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2015.10.036

Authors: Jen-Wei Yang, Shu-Yu Tsai, So-De Shyu, Chia-Chien Chang

Institutions: National Taiwan University, Takming University of Science and Technology, National Kaohsiung University of Applied Sciences

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2198910233

FWCI: 4.467

Cites: 19

Cited by: 22

Related to: 10