Cointegration-based pairs trading: identifying and exploiting similar exchange-traded funds
Crossref DOI link: https://doi.org/10.1057/s41260-025-00416-0
Published Online: 2025-08-06
Published Print: 2025-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Kezhong
Alexiou, Constantinos https://orcid.org/0000-0002-9481-3066
Text and Data Mining valid from 2025-08-06
Version of Record valid from 2025-08-06
Article History
Revised: 28 June 2025
Accepted: 3 July 2025
First Online: 6 August 2025