Work

Pairs Trading: Performance of a Relative-Value Arbitrage Rule

Year: 2006

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhj020

Authors: Evan Gatev, William N. Goetzmann, K. Geert Rouwenhorst

Institutions: Boston College, Yale University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122010751

FWCI: 30.06

Cites: 24

Cited by: 785

Related to: 10