This file contains, for each stock, (i) the original dataset, (ii) the preprocessed dataset (incremental and non-incremental), and (iii) the dataset without normalization.
This table reports the average annualized returns and the corresponding t-statistics adjusted for heteroscedasticity and autocorrelation of the loser (LOS), winner (WIN) and contrarian (CON) portfolio
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor