Cross-stock Momentum and Factor Momentum
Published: 4 September 2023| Version 1 | DOI: 10.17632/4v3p2gmprd.1
Contributors:
Jingda Yan, Description
Replication Package for "Cross-stock Momentum and Factor Momentum" published in the Journal of Financial Economics. Please cite the paper as follows: Jingda Yan, and Jialin Yu. "Cross-stock Momentum and Factor Momentum." Journal of Financial Economics, Forthcoming.
Files
Categories
Asset Pricing, Empirical Finance