Picking up the pennies in front of the bulldozer: The profitability of gilt based trading strategies
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DOI: 10.1016/j.frl.2018.03.019
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Cited by:
- Gupta, Kartikay & Chatterjee, Niladri, 2020. "Selecting stock pairs for pairs trading while incorporating lead–lag relationship," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
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Keywords
Arbitrage trading; Fixed income market; Market efficiency; UK gilt futures;All these keywords.
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