Replication Data and Code for: A Hybrid Momentum-Contrarian Portfolio Strategy — Evidence from U.S. Equity Indices (2004–2024)

Name: Replication Data and Code for: A Hybrid Momentum-Contrarian Portfolio Strategy — Evidence from U.S. Equity Indices (2004–2024)
Creator: Zenodo
Published: 2026-06-23T07:53:24+08:00

Zenodo2026-06-23 更新2026-06-28 收录

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资源简介：

Replication data and code for the manuscript "A Hybrid Momentum-Contrarian Portfolio Strategy: Evidence from U.S. Equity Indices (2004–2024)". Contains processed result tables (Tables 1–8), Python analysis scripts, and verification tools. Raw price data obtained via Yahoo Finance (yfinance); Fama-French factors from Kenneth R. French Data Library. See README for replication instructions.

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Zenodo

创建时间：

2026-06-23