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Research article

First published 2020-01-09

Algorithmic pairs trading with expert inputs,a fuzzy statistical arbitrage framework

Mehmet Bayram, Muzaffer Akat, Serol Bulkan

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Open access

Research article

First published 2022-7

Representative Bias and Pairs Trade: Evidence From S&P 500 and Russell 2000 Indexes

Yen-Sheng Lee

Sage Open

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Research article

First published 2018-8

Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector

Emmanouil Mavrakis, Christos Alexakis

Journal of Emerging Market Finance

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Research article

First published 2010-1

Intra-Industry Trade Analysis of U.S. State–Canadian Province Pairs

Kristján Árni Kristjánsson, Michael Bomba, Anne V. Goodchild

Transportation Research Record: Journal of the Transportation Research Board

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Research article

First published 2020

Portfolio optimization for cointelated pairs: SDEs vs Machine learning

Babak Mahdavi-Damghani, Konul Mustafayeva, Cristin Buescu [...]

Algorithmic Finance

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Research article

First published 2021-2

Design-Based Covariate Adjustments in Paired Experiments

Edward Wu, Johann A. Gagnon-Bartsch

Journal of Educational and Behavioral Statistics

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Research article

First published 2020-10

Option Backdating Announcements and Information Advantage of Institutional Investors

Wenli Huang, Hai Lu, Xiaolu Wang

Journal of Accounting,Auditing & Finance

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Research article

First published 1991-9

Selecting Space Station Freedom Hardware

Nancy B. Mitchell

Proceedings of the Human Factors and Ergonomics Society Annual Meeting

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Research article

First published 2012-4

Do trading hours affect volatility links in the foreign exchange market?

Sirimon Treepongkaruna, Robert Brooks, Stephen Gray

Australian Journal of Management

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Research article

First published 2024-8

‘New-Age’ Preferential Trade Agreements and Global Value Chains: An Empirical Analysis

Kalpana Tokas

Global Business Review

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