Evan G. Galev

Yale School of Management

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

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Pairs Trading: Performance of a Relative Value Arbitrage Rule

NBER Working Paper No. w7032
Number of pages: 35 Posted: 20 Sep 2000 Last Revised: 12 Oct 2010
Yale School of Management, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
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Citation 62

Abstract:

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