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PAIRS TRADING STRATEGY IN DHAKA STOCK …

Asian Economic and Financial Review, 2014, 4(8): 1091-1105 1091 PAIRS TRADING STRATEGY IN DHAKA STOCK exchange : implementation AND profitability analysis Sharjil Muktafi Haque Department of Economics, East West University, DHAKA , Bangladesh A. K. Enamul Haque Department of Economics, East West University, DHAKA , Bangladesh ABSTRACT The objective of this study is to develop a financially profitable PAIRS TRADING model for TRADING in DHAKA STOCK exchange . PAIRS Trade is a statistical arbitrage investment STRATEGY . The study used daily STOCK prices of a sample of 20 stocks listed in DHAKA STOCK exchange .

Asian Economic and Financial Review, 2014, 4(8): 1091-1105 1091 PAIRS TRADING STRATEGY IN DHAKA STOCK EXCHANGE: IMPLEMENTATION AND PROFITABILITY ANALYSIS

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  Analysis, Implementation, Exchange, Profitability, Stocks, Trading, Stock exchange, Implementation and profitability analysis

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