<?xml version="1.0" encoding="utf-8"?>
<export-example>
  <doc>
    <id>769</id>
    <completedYear>2022</completedYear>
    <publishedYear/>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst/>
    <pageLast/>
    <pageNumber>XIV, 110 Seiten : Diagramme</pageNumber>
    <edition/>
    <issue/>
    <volume/>
    <type>doctoralthesis</type>
    <publisherName/>
    <publisherPlace/>
    <creatingCorporation/>
    <contributingCorporation/>
    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>2022-08-16</completedDate>
    <publishedDate>2022-08-16</publishedDate>
    <thesisDateAccepted>2022-05-20</thesisDateAccepted>
    <title language="eng">Demystifying pairs trading</title>
    <abstract language="eng">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.</abstract>
    <abstract language="deu">Diese Arbeit trägt mit neuen Einblicken über die regelbasierte Aktienhandelsstrategie Pairs Trading zum besseren Verständnis der Literatur zu Algorithmus-basierten Hedgefonds-Strategien bei. Hierbei orientiere ich mich eng am bekannten Handelsansatz von Gatev, Goetzmann und Rouwenhorst (2006). Nach der Vorstellung der Methodik, der Renditeberechnung und bisher veröffentlichter akademischer Literatur, werden drei Forschungsfragen untersucht, um das aktuelle Wissen über die Handelsstrategie für Akademiker und Praktiker gleichermaßen zu erweitern.</abstract>
    <identifier type="doi">10.17904/ku.opus-769</identifier>
    <identifier type="urn">urn:nbn:de:bvb:824-opus4-7699</identifier>
    <enrichment key="KlasseRvk">QK 620</enrichment>
    <enrichment key="DOI_Checkbox">1</enrichment>
    <enrichment key="opus.source">publish</enrichment>
    <enrichment key="opus.doi.autoCreate">true</enrichment>
    <enrichment key="opus.urn.autoCreate">true</enrichment>
    <enrichment key="review.accepted_by">2</enrichment>
    <licence>Creative Commons - CC BY - Namensnennung 4.0 International</licence>
    <author>Stephanie Sarah Riedinger</author>
    <subject>
      <language>deu</language>
      <type>swd</type>
      <value>Kapitalmarkteffizienz</value>
    </subject>
    <subject>
      <language>deu</language>
      <type>swd</type>
      <value>Arbitrage-Pricing-Theorie</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Pairs trading</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Empirical research</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Equity</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Algorithmic trading</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Arbitrage trading strategy</value>
    </subject>
    <subject>
      <language>deu</language>
      <type>swd</type>
      <value>Aktienmarkt</value>
    </subject>
    <collection role="ddc" number="3">Sozialwissenschaften</collection>
    <collection role="jel" number="G12">Asset Pricing; Trading volume; Bond Interest Rates</collection>
    <collection role="jel" number="G14">Information and Market Efficiency; Event Studies</collection>
    <collection role="institutes" number="">Wirtschaftswissenschaftliche Fakultät</collection>
    <thesisPublisher>Katholische Universität Eichstätt-Ingolstadt</thesisPublisher>
    <thesisGrantor>Katholische Universität Eichstätt-Ingolstadt</thesisGrantor>
    <file>https://opus4.kobv.de/opus4-ku-eichstaett/files/769/PhD_Thesis_Veroeffentlichung.pdf</file>
  </doc>
</export-example>
