olenaostasheva/ReplicationProject: Partial Replication of the "52-week high and momentum investing" paper by George and Hwang (2004)
Version 0.1.0

We replicate 3 different momentum strategies to analyze whether the ratio of stock's current price to

Getting started

Package details

AuthorWenhao Yu and Olena Ostasheva
Maintainer[email protected]
LicenseGPL-3
Version0.1.0
URL https://github.com/olenaostasheva/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("olenaostasheva/ReplicationProject")
olenaostasheva/ReplicationProject documentation built on May 23, 2017, 7:13 p.m.