@techreport{45e81e1b5e424b998b204ea6c8219556,
title = "PREPRINT: Illuminating the Profitability of Pairs Trading: A Test of Relative Pricing Efficiency of Markets for Water Utility Stocks",
keywords = "Relative pricing, arbitrage, cointegration, pairs trading, forecasting",
author = "Yiuman Tse and Gutierrez, {Jose A.}",
note = "Gutierrez, J., and Y. Tse. (2011) {"}Illuminating the profitability of pairs trading: A test of relative pricing efficiency of markets for water utility stocks.{"} Journal of Trading, vol. 6, pp. 50-64. Posted: 21 May 2019 Date Written: February 17, 2011 This paper examines the profitability of a pairs trading strategy derived solely from historic price dynamics and contrarian principles.",
year = "2011",
doi = "10.2139/SSRN.1754636",
language = "American English",
type = "WorkingPaper",
}