Working Papers

The WNE Working Papers series has been published by the Faculty of Economic Sciences at the University of Warsaw since 2008.

The WNE Working Papers series provides a fast, open channel for disseminating research conducted at the Faculty of Economic Sciences, University of Warsaw. The papers hosted here are working versions (pre-prints) and may evolve as authors refine their analyses, incorporate feedback, or progress through formal peer-review. What you read is the current version released by the authors, timestamped and assigned DOI/ISSN identifiers to ensure precise citation and version tracking. Copyright remains with the authors, who may, at any time, upload a revised file or add a note directing readers to a later, peer-reviewed publication.

The Working Papers series accepts articles by research employees of the Faculty and publications from conferences organised at the Faculty of Economic Sciences at the University of Warsaw. Articles should be original research papers which have not been previously published, on the subject of economics.

Please send your paper by e-mail: xj}IAu_#svBy.@lc|={Qt&K-G/]]#[pZp1%dGvUg~l|WdRbGqI}i+}PzJ 

Please send 2 files:

(1) the main text without the title of the article and the authors (DOC/DOCX file) and

(2) the title page including: the title of the paper, the authors and their affiliation (DOC/DOCX file).

Please read the detailed editing requirements before submitting your text. 


Number of Results 1

WP(2/2022)378. The profitability of pairs trading strategies on Hong-Kong stock market: distance, cointegration, and correlation methods

Authors: Baiquan Ma, Ślepaczuk Robert
This research aims to compare the profitability of correlation-based pair trading strategy, cointegration-based pair trading strategy, and distance-based pair trading strategy on the Hong Kong stock market. We try to build an effective pair trading s…

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