Help (how to calculate momentum returns)

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cheema8444
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Joined: Sun May 16, 2010 1:34 am

Help (how to calculate momentum returns)

Postby cheema8444 » Sun May 16, 2010 1:46 am

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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