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Home » MBA Books » MBA - Foreign Trade Books » Pairs-Trading in the Asian ADR Market

Pairs-Trading in the Asian ADR Market

Expert Suggestions on Preparation for Computer Based CAT-09
MBA Books

we study pairs-trading strategies for 64 Asian shares listed in their local markets and listed
in the U.S. as ADRs. Given that all pairs are cointegrated, they are logical choice for pairs-trading. We
find that pairs-trading in this market delivers significant profits. 

Download Book: Pairs-Trading in the Asian ADR Market



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