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Pairs trading is one of the arbitrage strategies that can be used in trading stocks on the stock market. This paper incorporates pairs trading with the use of cointegration technique to exploit stocks that are temporarily out of equilibrium. In determining which two stocks can be a pair, Banerjee, Dolado, Galbraith and Hendry (1993) and Vidyamurthy (2004) showed that the cointegration technique is...
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