Economics, Econometrics and Finance
4 years ago

Stock fund strategy in China: Merger arbitrage more successful, split riskier.

1 view
Finance research letters
A study on pairing arbitrage strategy of stock passive structured fund in China under extreme market conditions
Liang Wang, Xianyan Xiong, Tingjia Xu

Paper Summary

The study looked at how stock passive structured funds in China can make money by buying and selling stocks during extreme market conditions. They found that merger arbitrage is more successful than split arbitrage. Even though split arbitrage can make more money, it is also riskier than merger arbitrage.

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