Does Pairs Trading Strategy Effectiveness Depend on the Method, Sector, And/Or Economic Regime? Evidence from Forty-Eight Years of Daily S&P 500 Data and Three Pairs Selection Methods

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Nell Boyd

DOI: 10.2139/ssrn.6038514

Cited by: 0

Fields of Study & Subjects

Financial Markets and Investment Strategies Global trade and economics International Business and FDI