Are Pairs Trading Profits Robust to Trading Costs?

C-Tier
Journal: Journal of Financial Research
Year: 2012
Volume: 35
Issue: 2
Pages: 261-287

Authors (2)

Binh Do (Monash University) Robert Faff (University of Queensland)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:jfnres:v:35:y:2012:i:2:p:261-287
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08