Hamad Alsayed

University of Southampton - School of Management

Highfield

Southampton S017 1BJ, Hampshire SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 22,199

SSRN RANKINGS

Top 22,199

in Total Papers Downloads

2,771

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Ultra High Frequency Statistical Arbitrage Across International Index Futures

Number of pages: 42 Posted: 28 Feb 2013
Hamad Alsayed and Frank McGroarty
University of Southampton - School of Management and University of Southampton - Southampton Business School
Downloads 1,430 (16,314)

Abstract:

Loading...

lead-lag relationships, futures markets, Hayashi-Yoshida cross correlation estimator, statistical arbitrage

2.

Optimal Portfolio Selection in Nonlinear Arbitrage Spreads

Number of pages: 38 Posted: 29 May 2010 Last Revised: 15 Aug 2011
Hamad Alsayed and Frank McGroarty
University of Southampton - School of Management and University of Southampton - Southampton Business School
Downloads 886 (32,893)

Abstract:

Loading...

Pairs Trading, Hamilton-Jacobi-Bellman equation, Statistical Arbitrage, Stochastic Optimal Control, Stability Bounds

3.

Arbitrage and the Law of One Price in the Market for American Depository Receipts

Number of pages: 31 Posted: 16 Aug 2011
Hamad Alsayed and Frank McGroarty
University of Southampton - School of Management and University of Southampton - Southampton Business School
Downloads 455 (78,248)
Citation 3

Abstract:

Loading...

American Depository Receipts, Statistical Arbitrage, Law of One Price, Pairs Trading