Key Pages: Home | QwikiWiki | QwikiSyntax | Recent Changes | Page Index | Site Map
Recently Viewed: Home > Statistical Arbitrage
logo
Statistical Arbitrage

•Steve Hogan, Robert Jarrow, Melvyn Teo, Mitch Warachka, Testing market efficiency using statistical arbitrage with applications to momentum and value strategies, Journal of Financial Economics. 73(3), 2004, pp. 525-565

•Tobias Adrian, "Inference and Arbitrage: The Impact of Statistical Arbitrage on Stock Prices", MIT Working Paper

Login | Statistical_Arbitrage mailing list
Powered by QwikiWiki 1.5.3- www.qwikiwiki.com