SSRNTrading, Microstructure & Execution
Pairs Trading in the German Stock Market
The study uses various methods to identify and leverage mispricing in the German stock market, revealing that a copula-based method provides a consistent average portfolio return after transaction costs.
Featured in No. 44 on 10 Apr 2024 · 5 days after release
- Released
- 5 Apr 2024
- First featured
- No. 44 · 10 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4785913
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).