Evaluation of Pairs Trading Performance on the Malaysian Stock Exchange

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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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Bibliographic Details
Main Author:	Woo, Chieh Kheng
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/37764/

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