Statistical arbitrage in emerging markets: A global test of efficiency

Article

Abstract: In this paper, we use a statistical arbitrage method in different developed and emerging countries t

Palabras claves:

Co-movement, EFFICIENCY, Emerging markets, financial markets, Hurst exponent, Long memory, Pairs trading

Autores:

Karen A. Balladares, Ramos-Requena J.P., Sánchez-Granero M.A., Trinidad-Segovia J.E.

Fuentes:

scopus