多类别股票非流动性市场中配对交易策略的盈利能力
Profitability of pairs trading strategy in an illiquid market with multiple share classes
Journal of International Financial Markets, Institutions and Money · 2012
被引 52
ABS 3
- John Paul Broussard 通讯
- Mika Vaihekoski
金融经济学资产定价市场微观结构量化交易