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

Cite this as

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

DOI retrieved: December 16, 2024

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