Does simple pairs trading still work?

Binh Do, Robert Faff

    Research output: Contribution to journalArticleResearchpeer-review

    134 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)83 - 95
    Number of pages13
    JournalFinancial Analysts Journal
    Volume66
    Issue number4
    Publication statusPublished - 2010

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