Data for: What drives trend-following profits?

Published: 20 January 2021| Version 1 | DOI: 10.17632/kj2wkjp288.1
Contributor:
Adrian Zoicas-Ienciu

Description

This data set includes the complete input data and results for the paper: "What drives trend-following profits?" (2021 update)

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Categories

Asset Pricing, Financial Market Efficiency, Stock Price, Relation between Information and Market Efficiency

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