| dc.contributor.author | Baronyan, S.R. | |
| dc.contributor.author | Boduroğlu, İ. İlkay | |
| dc.contributor.author | Şener, E. | |
| dc.date.accessioned | 2022-05-11T14:15:46Z | |
| dc.date.available | 2022-05-11T14:15:46Z | |
| dc.date.issued | 2010 | |
| dc.identifier.issn | 1463-6786 | |
| dc.identifier.uri | https://doi.org/10.1111/j.1467-9957.2010.02204.x | |
| dc.identifier.uri | https://hdl.handle.net/20.500.11776/6062 | |
| dc.description.abstract | We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use 14 distinct market-neutral trading strategies, using the combination of seven trading methods and two selection methods of pairs trading. © 2010 The Authors. Journal compilation © 2010 Blackwell Publishing Ltd and The University of Manchester. | en_US |
| dc.language.iso | eng | en_US |
| dc.identifier.doi | 10.1111/j.1467-9957.2010.02204.x | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.title | Investigation of stochastic pairs trading strategies under different volatility regimes | en_US |
| dc.type | article | en_US |
| dc.relation.ispartof | Manchester School | en_US |
| dc.department | Fakülteler, Çorlu Mühendislik Fakültesi, Bilgisayar Mühendisliği Bölümü | en_US |
| dc.identifier.volume | 78 | en_US |
| dc.identifier.issue | SUPPL. 1 | en_US |
| dc.identifier.startpage | 114 | en_US |
| dc.identifier.endpage | 134 | en_US |
| dc.institutionauthor | Boduroğlu, İ. İlkay | |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.authorscopusid | 36237363300 | |
| dc.authorscopusid | 15836690800 | |
| dc.authorscopusid | 36237692700 | |
| dc.identifier.scopus | 2-s2.0-77955249930 | en_US |
