L Lun Joined 3/1/07 Messages 74 Points 18 5/25/11 #1 "Pairs Trading: Performance of a Relative-Value Arbitrage Rule" by Gatev, Goetzmann, and Rouwenhorst (2006) Is this paper good ? If gd, is it still working in the current competitive market ? Feel free to comment on it. Thanks !
"Pairs Trading: Performance of a Relative-Value Arbitrage Rule" by Gatev, Goetzmann, and Rouwenhorst (2006) Is this paper good ? If gd, is it still working in the current competitive market ? Feel free to comment on it. Thanks !
