Baronyan, S.Boduroğlu, İ. İ.Şener, Emrah2011-08-162011-08-162010-091463-6786http://hdl.handle.net/10679/157https://doi.org/10.1111/j.1467-9957.2010.02204.xDue to copyright restrictions, the access to the full text of this article is only available via subscription.We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use 14 distinct market-neutral trading strategies, using the combination of seven trading methods and two selection methods of pairs tradingengrestrictedAccessarticle78supplement s111413400028066590000510.1111/j.1467-9957.2010.02204.xSecurities marketsStock exchangesSecurities industryGlobal financial crisis, 2008-2009Equity2-s2.0-77955249930