Comomentum: Inferring Arbitrage Activity from Return Correlations

Lou, D.ORCID logo (2022). Comomentum: Inferring Arbitrage Activity from Return Correlations. [Dataset]. Harvard Dataverse. https://doi.org/10.7910/dvn/r9ihor
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Replication code for "Comomentum: Inferring Arbitrage Activity from Return Correlations"
Item Type Dataset
Publisher Harvard Dataverse
DOI 10.7910/dvn/r9ihor
Date made available 7 June 2022
Temporal coverage
From
To
1965
2011
Resource language Other
Departments LSE

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Available at: 10.7910/dvn/r9ihor

Access level: Open

Licence: CC0 1.0


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