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- Publisher Website: 10.1016/j.iref.2017.01.007
- Scopus: eid_2-s2.0-85012295552
- WOS: WOS:000403125500007
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Article: Cointegrated market-neutral strategy for basket trading
Title | Cointegrated market-neutral strategy for basket trading |
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Authors | |
Keywords | Basket trading Cointegration Market neutral Pairs trading |
Issue Date | 2017 |
Citation | International Review of Economics & Finance, 2017, v. 49, p. 112-124 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/238732 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Yu, PLH | - |
dc.contributor.author | LU, R | - |
dc.date.accessioned | 2017-02-20T01:25:22Z | - |
dc.date.available | 2017-02-20T01:25:22Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | International Review of Economics & Finance, 2017, v. 49, p. 112-124 | - |
dc.identifier.uri | http://hdl.handle.net/10722/238732 | - |
dc.language | eng | - |
dc.relation.ispartof | International Review of Economics & Finance | - |
dc.subject | Basket trading | - |
dc.subject | Cointegration | - |
dc.subject | Market neutral | - |
dc.subject | Pairs trading | - |
dc.title | Cointegrated market-neutral strategy for basket trading | - |
dc.type | Article | - |
dc.identifier.email | Yu, PLH: plhyu@hku.hk | - |
dc.identifier.authority | Yu, PLH=rp00835 | - |
dc.identifier.doi | 10.1016/j.iref.2017.01.007 | - |
dc.identifier.scopus | eid_2-s2.0-85012295552 | - |
dc.identifier.hkuros | 271479 | - |
dc.identifier.volume | 49 | - |
dc.identifier.spage | 112 | - |
dc.identifier.epage | 124 | - |
dc.identifier.isi | WOS:000403125500007 | - |