Illuminating the Profitability of Pairs Trading: A Test of Relative Pricing Efficiency of Markets for Water Utility Stocks

TY - JOUR

T1 - Illuminating the Profitability of Pairs Trading: A Test of Relative Pricing Efficiency of Markets for Water Utility Stocks

AU - Tse, Yiuman

AU - Gutierrez, Jose A.

N1 - 1. Jose A. Gutierrez 1. is an assistant professor of finance at Sam Houston State University in Huntsville, TX. (jag063{at}shsu.edu) 2. Yiuman Tse 1. is the U.S. Global Investors, Inc. Fellow at the University of Texas in San Antonio, TX. (yiuman.tse{at}utsa.edu) 1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.

PY - 2011

Y1 - 2011

UR - https://doi.org/10.3905/jot.2011.6.2.050

U2 - 10.3905/jot.2011.6.2.050

DO - 10.3905/jot.2011.6.2.050

M3 - Article

VL - 6

JO - Journal of Trading

JF - Journal of Trading

ER -