Pairs trading across Mainland China and Hong Kong stock markets

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Original language	English
Pages (from-to)	698-726
Journal	International Journal of Finance and Economics
Volume	24
Issue number	2
DOIs	https://doi.org/10.1002/ijfe.1687
Publication status	Published - Apr 2019
Externally published	Yes

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@article{5f914f2ff0b1422f8e9f93f7607dc6e0,

title = "Pairs trading across Mainland China and Hong Kong stock markets",

author = "Hanxiong Zhang and Andrew Urquhart",

year = "2019",

month = apr,

doi = "10.1002/ijfe.1687",

language = "English",

volume = "24",

pages = "698--726",

journal = "International Journal of Finance and Economics",

issn = "1099-1158",

publisher = "Wiley",

number = "2",

}