@article{3a00c0ec37c94195beb260b5dbd42baf,
title = "Pairs trading in the UK equity market: risk and return",
keywords = "Market liquidity, Equity (law), Trading strategy, Transaction cost, Economics, Market risk, Financial economics, Liquidity risk, Momentum (technical analysis), Riskreturn spectrum, Econometrics, Algorithmic trading, Business, Monetary economics, Finance, Portfolio, Political science, Law",
author = "Mark Hutchinson",
year = "2014",
doi = "10.1080/1351847x.2014.953698",
language = "English",
journal = "European Journal of Finance",
issn = "1351-847X",
publisher = "Routledge",
}