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Popular repositories Loading

  1. Replication_of_Liu_2019 Replication_of_Liu_2019 Public

    Replication of Main results of Liu(2019) "Size and Value in China"

    Jupyter Notebook 2

  2. Replication_of_Lewellen_2015 Replication_of_Lewellen_2015 Public

    Replication of Main results of Lewellen(2015) "The Cross-section of Expected Stock Returns"

    Jupyter Notebook 1

  3. Replication_of_JT_1993 Replication_of_JT_1993 Public

    Replication of Main results of classical momentum paper, JT(1993) "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency"

    Jupyter Notebook 1

  4. Replication_of_Han_2021 Replication_of_Han_2021 Public

    Replication of Main results of Han(2021) "Bimodal Characteristic Returns and Predictability Enhancement via Machine Learning"

    Jupyter Notebook 1

  5. Replication_of_DM_2016 Replication_of_DM_2016 Public

    Replication of Main results of DM(2016) "Momentum Crashes"

    Jupyter Notebook 1