Hi,
Momentum return is a stock market trading strategy of buying recent winners and selling recent losers that generates abnormal returns. Momentum return = recent winners - recent losers. Can anyone please guide me that how to caculate momentum returns in eviews. Many Thanks
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- Sun May 16, 2010 1:46 am
- Forum: Programming
- Topic: Help (how to calculate momentum returns)
- Replies: 0
- Views: 2064