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Empirical Investigation of an Equity Pairs Trading Strategy

https://doi.org/10.2139/ssrn.1361293
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14/14 checkable references clean · checked 2026-08-05

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

2 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 14 checked references that resolve
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.jfineco.2011.02.020
Hedge fund leverage
resolves10.1111/j.1540-6261.2006.00836.x
The Cross‐Section of Volatility and Expected Returns
resolves10.1111/jofi.12189
Financial Intermediaries and the Cross‐Section of Asset Returns
resolves10.1016/j.jfineco.2010.08.014
Maxing out: Stocks as lotteries and the cross-section of expected returns
resolves10.2139/ssrn.1364696
An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity
resolves10.1086/294743
The Behavior of Stock-Market Prices
resolves10.1093/rfs/hhj020
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
resolves10.1016/j.jfineco.2008.09.002
Price-based return comovement
resolves10.1093/rfs/hhm052
Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights
resolves10.1093/rfs/hhv042
Information, Analysts, and Stock Return Comovement
resolves10.1093/rfs/hhu068
Digesting Anomalies: An Investment Approach
resolves10.2139/ssrn.2520929
A Comparison of New Factor Models
resolves10.15385/yb.cedrus.1922
1922 Cedrus Yearbook
The 2 references without a DOI — listed, not checked
no DOI — not checkedA closer look at the short-term return reversal
no DOI — not checkedref13
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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