HIGHLIGHTS
- who: MIROSLAV, FIL and AND LADISLAV, KRISTOUFEK from the Institute of Economic Studies, Faculty of Social Sciences, Charles University, , Prague, Czech Republic have published the research work: Pairs Trading in Cryptocurrency Markets, in the Journal: (JOURNAL)
- what: Over this period, we observe a significant sub-period difference in behavior of the cointegration and distance methods.
- future: The results offer a new perspective on the decreasing profitability observed in other pairs trading literature especially as high-frequency trading is becoming increasingly prevalent even in ordinary markets .
SUMMARY
The authors apply . . .
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