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Pairs-trading and spread persistence in the European stock marketmore_vert
Pairs-trading and spread persistence in the European stock marketclose

Pairs-trading and spread persistence in the European stock market

tipo de documento Publicacion

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Etiquetas: error persistence, pairs trading, price discovery, cointegration, persistencia del error, trading trigger, cointegración

Building Knowledge in the Oil Marketmore_vert
Building Knowledge in the Oil Marketclose

Building Knowledge in the Oil Market

tipo de documento Publicacion

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Etiquetas: volcker rule, oil derivatives, publicaciones sobre petróleo, exchange traded products, productos negociados en bolsa, oil publications, textual analysis, cointegration, regla de volcker, granger causality, causalidad de granger, derivados del petróleo, análisis textual, cointegración

Pairs trading and spread persistence in the European stock marketmore_vert
Pairs trading and spread persistence in the European stock marketclose

Pairs trading and spread persistence in the European stock market

tipo de documento Publicacion

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Autores: Figuerola Ferretti Garrigues, Isabel Catalina, Tang, Tao

Etiquetas: pairs trading, price discovery, error persistence, cointegration, trading trigger, persistencia del error, cointegración

Price Discovery in the Aluminium Marketmore_vert
Price Discovery in the Aluminium Marketclose

Price Discovery in the Aluminium Market

tipo de documento Publicacion

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Autores: Figuerola Ferretti Garrigues, Isabel Catalina, Gilbert, Christopher L.

Etiquetas: commodity markets, futures markets, price discovery, cointegration, no procede