Does Simple Pairs-Trading Strategy Still Work in Taiwan Stock Market?
碩士 === 逢甲大學 === 財務金融學所 === 99 === Abstract The pairs-trading strategy was developed since 1980s in Wall Street, and has been being popular among institutional investors until now. Nevertheless, its profitability seems decreasing owing to increasing information circulation and competitiveness. This t...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42078491999634368096 |