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Article: Cointegrated market-neutral strategy for basket trading

TitleCointegrated market-neutral strategy for basket trading
Authors
Yu, PLHLU, R
KeywordsBasket trading
Cointegration
Market neutral
Pairs trading
Issue Date2017
Citation
International Review of Economics & Finance, 2017, v. 49, p. 112-124 How to Cite?
DOI: http://dx.doi.org/10.1016/j.iref.2017.01.007
Persistent Identifierhttp://hdl.handle.net/10722/238732
ISI Accession Number ID
WOS:000403125500007

 

DC FieldValueLanguage
dc.contributor.authorYu, PLH-
dc.contributor.authorLU, R-
dc.date.accessioned2017-02-20T01:25:22Z-
dc.date.available2017-02-20T01:25:22Z-
dc.date.issued2017-
dc.identifier.citationInternational Review of Economics & Finance, 2017, v. 49, p. 112-124-
dc.identifier.urihttp://hdl.handle.net/10722/238732-
dc.languageeng-
dc.relation.ispartofInternational Review of Economics & Finance-
dc.subjectBasket trading-
dc.subjectCointegration-
dc.subjectMarket neutral-
dc.subjectPairs trading-
dc.titleCointegrated market-neutral strategy for basket trading-
dc.typeArticle-
dc.identifier.emailYu, PLH: plhyu@hku.hk-
dc.identifier.authorityYu, PLH=rp00835-
dc.identifier.doi10.1016/j.iref.2017.01.007-
dc.identifier.scopuseid_2-s2.0-85012295552-
dc.identifier.hkuros271479-
dc.identifier.volume49-
dc.identifier.spage112-
dc.identifier.epage124-
dc.identifier.isiWOS:000403125500007-

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