olenaostasheva/ReplicationProject: Partial Replication of the "52-week high and momentum investing" paper by George and Hwang (2004)
We replicate 3 different momentum strategies to analyze whether the ratio of stock's current price to
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Package details |
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| Author | Wenhao Yu and Olena Ostasheva |
| Maintainer | oostasheva@middlebury.edu |
| License | GPL-3 |
| Version | 0.1.0 |
| URL | https://github.com/olenaostasheva/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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