SSRNTrading, Microstructure & Execution
Pairs Trading with Costly Short-Selling
Optimal pairs-trading model with costly short-selling can be used to short sell overvalued assets.
Featured in No. 3 on 7 Jun 2023 · 1 day after release · 0 citations today
- Released
- 6 Jun 2023
- First featured
- No. 3 · 7 Jun 2023
- Citations (Semantic Scholar)
- 0
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- 0
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- Shares when featured
- 2
- Identifier
- SSRN 4470496
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