David Bowen

University College Cork

5 Bloomfield Terrace Western Road

Cork

Ireland

SCHOLARLY PAPERS

3

DOWNLOADS

772

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Pairs Trading in the UK Equity Market: Risk and Return

European Journal of Finance, Forthcoming
Number of pages: 43 Posted: 05 Nov 2013 Last Revised: 23 Sep 2014
David Bowen and Mark C. Hutchinson
University College Cork and University College Cork
Downloads 707 (69,027)
Citation 1

Abstract:

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Pairs Trading; Statistical Arbitrage; Hedge Funds; Asset Allocation

2.

Predictability Revisited: UK Equity Returns 1965 to 2007

Irish Accounting Review, Vol. 17, No. 2, Winter 2010, pp 1-20
Number of pages: 20 Posted: 28 May 2013 Last Revised: 29 May 2013
University College Cork, University College Cork and University College Cork
Downloads 65 (631,274)
Citation 1

Abstract:

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Predictability, Serial Correlation, Equity Returns

3.

High Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution and Patterns in Returns

Journal of Trading, Summer 2010, Vol. 5, No. 3, 31-38., https://doi.org/10.3905/jot.2010.5.3.031
Posted: 21 May 2019
University College Cork, University College Cork and University College Cork

Abstract:

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Intra Day, Pairs Trading, Reversal Strategies