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Applied Economics Volume 50, 2018 - Issue 3
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Original Articles

Pairs trading: the case of Norwegian seafood companies

Andreas MikkelsenNord University Business School, Bodø, NorwayCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0003-2520-9372
ORCID Icon
Pages 303-318 | Published online: 27 Apr 2017

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Read on this site (2)

Ghazi Al-Naymat, Mouhammd Al-Kasassbeh & Zyad Sober. (2020) Pairs trading strategy: a recommendation system. International Journal of Computers and Applications 42:8, pages 787-797.
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S. Endres & J. Stübinger. (2019) Optimal trading strategies for Lévy-driven Ornstein–Uhlenbeck processes. Applied Economics 51:29, pages 3153-3169.
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Articles from other publishers (4)

Muhammad Khalid Sohail, Abdul Raheman, Javid Iqbal, Muzammal Ilyas Sindhu, Abdul Staar, Muhammad Mushafiq & Humaira Afzal. (2022) Are Pair Trading Strategies Profitable During COVID-19 Period?. Journal of Information & Knowledge Management 21:Supp01.
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Cheng Wang, Patrik Sandas & Peter Beling. (2021) Improving Pairs Trading Strategies via Reinforcement Learning. Improving Pairs Trading Strategies via Reinforcement Learning.
Taewook Kim & Ha Young Kim. (2019) Optimizing the Pairs-Trading Strategy Using Deep Reinforcement Learning with Trading and Stop-Loss Boundaries. Complexity 2019, pages 1-20.
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Fernando B. S. da Silva, Fllvio Ziegelman & Jooo Caldeira. (2017) Performance of Pairs Trading on the S&P 500: Distance and Mixed Copula Models. SSRN Electronic Journal.
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