Working Paper
An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information, and Liquidity.
Author(s)
Joey Engleberg
Paul Gao
Ravi Jagannathan
Date Published:
2009
Citations:
Engleberg, Joey, Paul Gao,
Ravi Jagannathan
. 2009. An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information, and Liquidity..