沪深股票动量因子研究数据1994-2020.11
模板:
ID | Quantile | StockClass | FormationPeriod | MomRe1 | MomRe2 | MomRe3 | Mom52Weeks1 | Mom52Weeks2 | Mom52Weeks3 | |
1994-01 | P9710 | 10% | 0 | 3 | -0.030468 | -0.011865 | 0.003833 | -0.143785 | -0.223717 | -0.097228 |
1994-01 | P9706 | 10% | 1 | 3 | 0.116292 | 0.1981 | 0.116682 | -0.119635 | -0.171482 | -0.113291 |
1994-01 | P9707 | 10% | 1 | 3 | -0.225519 | -0.244552 | -0.223794 | -0.211237 | -0.239799 | -0.180805 |
1994-01 | P9709 | 10% | 1 | 3 | 0.116292 | 0.1981 | 0.116682 | -0.119635 | -0.171482 | -0.113291 |
评论前必须登录!
注册