Cross-Sectional Momentum Effects in Statistical Arbitrage Techniques

Additional Metadata
Keywords	Cryptocurrencies; Statistical Arbitrage Strategies; Cross-Sectional Analysis; Factor Investing; Momentum Effect; Contrarian Effect.
Thesis Advisor	Barahona, R
Persistent URL	hdl.handle.net/2105/59629
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Reijngoudt, M.J. (2021). Cross-Sectional Momentum Effects in Statistical Arbitrage Techniques. In Business Economics.http://hdl.handle.net/2105/59629

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