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4.338  Articles
1 of 435 pages  |  10  records  |  more records»
AbstractA new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate copu... see more

Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean- reverting spreads with a certain degree of predictability. This paper applies cointegration tests to identify stocks to be used in pairs tra... see more

Este artigo investiga o desempenho da estratégia de arbitragem estatística (Pairs Trading) utilizando os testes de cointegração para ações negociadas na Bovespa no período de 2003 a 2014. Foram testadas diferentes bandas de abertura, fechamento e stop. A ... see more

In recent years, more sophisticated techniques for analyzing data and exponential increase in computing power allow high-frequency trading. This paper provides a detailed overview on pairs trading in the context of intraday data and applies different stra... see more

We study the performance of a high-frequency pairs trading strategy on the 100 most liq- uid stocks, in 15-minute intervals, on a small commodity dominated stock exchange (Oslo Stock Exchange) using a comprehensive dataset from January 2012 to March 2016.... see more

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... see more

This study aimed to analyze the differences between stock prices, abnormal return and trading volume before and after dividend payout of the Bank Pembangunan Daerah Jawa Timur Tbk.The research methodology used is quantitative method with panel data types ... see more

Abstract: Technical Analysis To Obtain Profit From Online Forex Trading. The purpose of the research is to find profitable consistency in predicting price movement, especially on pairs GBPUSD and EURUSD using candlestick, moving average convergence diverg... see more


1 of 435 pages  |  10  records  |  more records»