An Empirical Study on the Pairs Trading Strategy of Mainland Bank Shares Based on Scale Effect
碩士 === 淡江大學 === 經濟學系碩士班 === 106 === This paper takes the banking shares in the mainland China A-share market as the object, through the screening of the correlation and the co-integration relationship, and then simulates the matched stocks to explore the pairs-trading performance and the scale effec...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3q8775 |