Evaluation of Pairs Trading Performance on the Malaysian Stock Exchange
Pairs trading is a market neutral strategy implemented in developed markets since the 1980s. Despite this, there has been a scarce amount of literature published on this subject. This study evaluates the performance of pairs trading strategy in the Malaysian context. A majority of studies on pairs t...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/37764/ |