Gatev, E. G., Goetzmann, W. N., & Rouwenhorst, K. G. (1999). Pairs trading: Performance of a relative value arbitrage rule.
Chicago Style (17th ed.) CitationGatev, Evan G., William N. Goetzmann, and K. Geert Rouwenhorst. Pairs Trading: Performance of a Relative Value Arbitrage Rule. Cambridge, Mass, 1999.
MLA (9th ed.) CitationGatev, Evan G., et al. Pairs Trading: Performance of a Relative Value Arbitrage Rule. 1999.
Warning: These citations may not always be 100% accurate.