Po-Chang Ko, Ping-Chen Lin, Hoang-Thu Do, Yuan-Heng Kuo, Linh My Mai, You-Fu Huang
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Pairs trading in cryptocurrency markets: A comparative study of statistical methods
This study aims to identify a secure and efficient trading approach for investors in highly volatile cryptocurrency markets. While pairs trading is a promising strategy, the available literature on...
期刊介绍：
The Investment Analysts Journal is an international, peer-reviewed journal, publishing high-quality, original research three times a year. The journal publishes significant new research in finance and investments and seeks to establish a balance between theoretical and empirical studies. Papers written in any areas of finance, investment, accounting and economics will be considered for publication. All contributions are welcome but are subject to an objective selection procedure to ensure that published articles answer the criteria of scientific objectivity, importance and replicability. Readability and good writing style are important. No articles which have been published or are under review elsewhere will be considered. All submitted manuscripts are subject to initial appraisal by the Editor, and, if found suitable for further consideration, to peer review by independent, anonymous expert referees. All peer review is double blind and submission is via email. Accepted papers will then pass through originality checking software. The editors reserve the right to make the final decision with respect to publication.
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