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Pairs Trading Dataset

The dataset contains daily data on US stocks traded on NYSE spanning from 1990/01/01 to 2020/06/01.

Data and Resources

This dataset has no data

Cite this as

Gatev et al., Do and Faff (2024). Dataset: Pairs Trading Dataset. https://doi.org/10.57702/0bmfz6uc

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It is available for use in manuscripts, and will be published when the Dataset is made public.

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2010.01157
Author Gatev et al.
More Authors
Do and Faff
Homepage https://doi.org/10.1016/j.jfinmar.2014.12.001