Directory: Finance-Stock software system
Plat: matlab
Size: 2KB
Downloads: 3
Upload time: 2017-11-28 21:11:16
Uploader: Mikki
Description:   momentum There are still some anomalies such as small-firm effect, time effect, Book-to-market effect, momentum trading strategy and contrary investment strategy. Second, proving the existence of small-firm effect.

File list:
惯性策略代码\monteum_r_tab.m, 413, 2010-11-09
惯性策略代码\monteum_select.m, 1744, 2010-11-12
惯性策略代码\monteum_evaluate.m, 718, 2010-11-09
惯性策略代码\monteum_select.asv, 1730, 2010-11-12

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