Work

Are Pairs Trading Profits Robust to Trading Costs?

Year: 2012

Type: article

Source: The Journal of Financial Research

DOI: 10.1111/j.1475-6803.2012.01317.x

Authors: Binh Do, Robert Faff

Institutions: Monash University, The University of Queensland

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3125881508

FWCI: 7.976

Cites: 34

Cited by: 135

Related to: 10