Empirical Investigation of an Equity Pairs Trading Strategy

• Huafeng (Jason) Chen

  Corresponding Author

  Huafeng (Jason) Chen

  [email protected]

  http://orcid.org/0000-0002-0606-9995

  PBC School of Finance, Tsinghua University, Beijing 100083, China

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  ,
• Shaojun (Jenny) Chen

  Shaojun (Jenny) Chen

  [email protected]

  Connor, Clark and Lunn Investment Management, Vancouver, British Columbia V6E 4M3, Canada

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  ,
• Zhuo Chen

  Zhuo Chen

  [email protected]

  PBC School of Finance, Tsinghua University, Beijing 100083, China

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  ,
• Feng Li

  Feng Li

  [email protected]

  Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University, Shanghai 200030, China

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