@phdthesis{Riedinger2022, author = {Riedinger, Stephanie Sarah}, title = {Demystifying pairs trading}, doi = {10.17904/ku.opus-769}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:824-opus4-7699}, school = {Katholische Universit{\"a}t Eichst{\"a}tt-Ingolstadt}, pages = {XIV, 110 Seiten : Diagramme}, year = {2022}, abstract = {This thesis contributes to the literature on algorithm-based hedge fund strategies with new insights into pairs trading to further demystify the rule-based trading strategy. Thereby, I closely follow the popular trading approach of Gatev, Goetzmann, and Rouwenhorst (2006). After introducing the methodology, the return calculation, and previous academic work, three research questions are investigated to extend the current knowledge of researchers and practitioners about the trading strategy.}, subject = {Kapitalmarkteffizienz}, language = {en} }