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| Author: | Krämer, W. |
| Title: | Kointegration von Aktienkursen |
| Journal: | Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
1999 : VOL. 51:10, p. 915-936 |
| Index terms: | STOCKS CHEMICAL INDUSTRY GERMANY |
| Language: | ger |
| Abstract: | It is argued that the stocks of German chemical companies Bayer, BASF and Hoechst are fractionally cointegrated. To the extent that this cointegration is not a statistical coincidence, this opens possibilities for profitable trading strategies. |
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