Keith Godfrey

Detecting Pairs Trading ( or any Related Trading ) in Two Financial Securities

Keith Godfrey, 2014 .

Empirical inference of related trading between two securities : Detecting pairs trading , merger arbitrage , and strategy rules

Keith Godfrey, 2013 .

Toward a model-free measure of market efficiency

Keith Godfrey, 2017 .

Bitcoin Time-of-Day, Day-of-Week and Month-of-Year Effects in Returns and Trading Volume

D. Baur, Daniel Cahill, Dirk G. Baur, 2017, Finance Research Letters.