Help (how to calculate momentum returns)
Posted: 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
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