Pairs trading across Mainland China and Hong Kong stock markets

Research output: Contribution to journalArticlepeer-review

Standard Standard

Pairs trading across Mainland China and Hong Kong stock markets. / Zhang, Hanxiong; Urquhart, Andrew.
In: International Journal of Finance and Economics, Vol. 24, No. 2, 04.2019, p. 698-726.

Research output: Contribution to journalArticlepeer-review

HarvardHarvard

Zhang, H & Urquhart, A 2019, 'Pairs trading across Mainland China and Hong Kong stock markets', International Journal of Finance and Economics, vol. 24, no. 2, pp. 698-726. https://doi.org/10.1002/ijfe.1687

APA

Zhang, H., & Urquhart, A. (2019). Pairs trading across Mainland China and Hong Kong stock markets. International Journal of Finance and Economics, 24(2), 698-726. https://doi.org/10.1002/ijfe.1687

CBE

Zhang H, Urquhart A. 2019. Pairs trading across Mainland China and Hong Kong stock markets. International Journal of Finance and Economics. 24(2):698-726. https://doi.org/10.1002/ijfe.1687

MLA

Zhang, Hanxiong and Andrew Urquhart. "Pairs trading across Mainland China and Hong Kong stock markets". International Journal of Finance and Economics. 2019, 24(2). 698-726. https://doi.org/10.1002/ijfe.1687

VancouverVancouver

Zhang H, Urquhart A. Pairs trading across Mainland China and Hong Kong stock markets. International Journal of Finance and Economics. 2019 Apr;24(2):698-726. doi: 10.1002/ijfe.1687

Author

Zhang, Hanxiong ; Urquhart, Andrew. / Pairs trading across Mainland China and Hong Kong stock markets. In: International Journal of Finance and Economics. 2019 ; Vol. 24, No. 2. pp. 698-726.

RIS

TY - JOUR

T1 - Pairs trading across Mainland China and Hong Kong stock markets

AU - Zhang, Hanxiong

AU - Urquhart, Andrew

PY - 2019/4

Y1 - 2019/4

U2 - 10.1002/ijfe.1687

DO - 10.1002/ijfe.1687

M3 - Article

VL - 24

SP - 698

EP - 726

JO - International Journal of Finance and Economics

JF - International Journal of Finance and Economics

SN - 1099-1158

IS - 2

ER -