Alexakis, C. (2010) Long-Run Relations among Equity Indices under Different Market Conditions: Implications on the Implementation of Statistical Arbitrage Strategies. Journal of International Financial Markets, Institutions and Money, 20, 389-403.
https://doi.org/10.1016/j.intfin.2010.05.003

has been cited by the following article:

• TITLE: What Is Statistical Arbitrage?

  AUTHORS: Marco Lazzarino, Jenny Berrill, Aleksandar Šević

  KEYWORDS: Statistical Arbitrage, Investment Strategies, Classification

  JOURNAL NAME: Theoretical Economics Letters, Vol.8 No.5, April 9, 2018

  ABSTRACT: Statistical Arbitrage (SA) is a common financial term. However, there is no common definition in the literature while investors use the expression SA for a variety of different strategies. So, what is SA? In order to answer this question, we investigate SA strategies across equity, fixed income and commodity. The analysis of strategies’ key features indicates that no existing definition fully describes them. To bridge this gap, we identify a general definition and propose a classification system that encompasses the current forms of SA strategies while facilitating the inclusion of new types as they emerge.