A Note on the Effectiveness of Pairs Trading for Individual Investors
We investigated the profitability of a simple and easily implementable pairs trading strategy that included trading costs and restrictions to short selling so as to replicate an effective strategy exploitable by an individual investor. Notwithstanding the limitations embodied in our model, pairs tra...
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| Format: | Article |
| Language: | English |
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EconJournals
2013-09-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31958/351954?publisher=http-www-cag-edu-tr-ilhan-ozturk |