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.
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File list (Check if you may need any files):
| Filename | Size | Date |
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| 惯性策略代码\monteum_r_tab.m | 413 | 2010-11-09
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| 惯性策略代码\monteum_select.m | 1744 | 2010-11-12
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| 惯性策略代码\monteum_evaluate.m | 718 | 2010-11-09
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| 惯性策略代码\monteum_select.asv | 1730 | 2010-11-12
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| 惯性策略代码 |
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