Pairs Trading (papers)

Equity Futures ETFs
 * Cartea, A. and Jaimungal, S. Algorithmic Trading of Co-Integrated Assets (2015). SSRN
 * Clegg, M. On the Persistence of Cointegration in Pairs Trading (2014). SSRN
 * Xie, W. et. al. Pairs Trading with Copulas (2014). SSRN
 * Bowen, D. and Hutchinson, M. Pairs Trading in the UK Equity Market: Risk and Return (2013). SSRN
 * Caldeira, J. and Moura, G. Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy (2013). SSRN
 * Diamond, R. Learning and Trusting Cointegration in Statistical Arbitrage (2013). SSRN
 * Xie, W. and Wu, Y. Copula-Based Pairs Trading Strategy (2013). SSRN
 * Lucey, M. and Walshe, D. European Equity Pairs Trading: The Effect of Data Frequency on Risk and Return (2012). SSRN
 * Do, B. and Faff, R. Does Simple Pairs Trading Still Work? (2010) SSRN
 * Chen, H., Chen, S. and Li, F. Empirical Investigation of an Equity Pairs Trading Strategy (2009). SSRN
 * Bock, M. and Mestel, R. A Regime-Switching Relative Value Arbitrage Rule (2008). SSRN
 * Perlin, M. M of a Kind: A Multivariate Approach at Pairs Trading (2007). SSRN
 * Gatev, E., Goetzmann, W. and Rouwenhorst, K. Pairs Trading: Performance of a Relative Value Arbitrage Rule (2006). SSRN
 * Kanamura, T., Rachev, S. and Fabozzi, F. The Application of Pairs Trading to Energy Futures Markets (2008). Link
 * Evans B., Dunis, Christian L. and Laws, J. Trading Futures Spreads: An Application of Correlation (2004). Link
 * Sipila, M. Algorithmic Pairs Trading: Empirical Investigation of Exchange Traded Funds (2013). Link
 * Schizas, P., Thomakos, Dimitrios D. and Wang, T. Pairs Trading on International ETFs (2011). SSRN