Dataset Groups Activity Stream Pairs Trading Dataset The dataset contains daily data on US stocks traded on NYSE spanning from 1990/01/01 to 2020/06/01. BibTex: @dataset{Gatev_et_al_and_Do_and_Faff_2024, abstract = {The dataset contains daily data on US stocks traded on NYSE spanning from 1990/01/01 to 2020/06/01.}, author = {Gatev et al. and Do and Faff}, doi = {10.57702/0bmfz6uc}, institution = {No Organization}, keyword = {'Financial Data', 'NYSE', 'US Stocks'}, month = {dec}, publisher = {TIB}, title = {Pairs Trading Dataset}, url = {https://service.tib.eu/ldmservice/dataset/pairs-trading-dataset}, year = {2024} }
