Journal of Financial Markets Vol. 15 No. 1 2012

An improved test for statistical arbitrage

Robert A. Jarrow¹; Melvyn Teo²; Yiu Kuen Tse²; Mitch Warachka²

¹ Cornell University · ² Singapore Management University

DOI

10.1016/j.finmar.2011.08.003

Volume

15

Issue

1

Pages

47-80

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓