The Performance of Pairs Trading Strategy in Taiwanese
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士在職專班 === 103 === The study examines the performance of the pair trading based on the daily correlations of closing prices of the pair stocks selected from the Taiwan Mid-Cap 100 constituent stocks in 2014. We choose pairs of highly correlated stocks and determine which o...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14637718908532463718 |