Baronyan, S.R.Boduroğlu, İ. İlkayŞener, E.2022-05-112022-05-1120101463-6786https://doi.org/10.1111/j.1467-9957.2010.02204.xhttps://hdl.handle.net/20.500.11776/6062We 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.en10.1111/j.1467-9957.2010.02204.xinfo:eu-repo/semantics/closedAccessArticle78SUPPL. 11141342-s2.0-77955249930Q3