Long-Short Anomaly Portfolios
收藏DataCite Commons2026-01-07 更新2026-05-05 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/7dbd43b9-3112-4884-959d-77207a4a5376
下载链接
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资源简介：
The dataset consists of 110 long-short anomaly portfolios constructed by Chen and Zimmermann (2020), with a full history of returns from January 1960 to December 2019.
提供机构：
TIB
创建时间：
2024-12-03
