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

Global functions
GH_rank Source code
GH_ratio Source code
JT_rank Source code
MG_rank Source code
gather_daily_JT Source code
gather_daily_MG Source code
gather_data Source code
gather_monthly Source code
olenaostasheva/ReplicationProject documentation built on May 23, 2017, 7:13 p.m.