Replication Data for: "What Drives Momentum and Reversal? Evidence from Day and Night Signals"

Name: Replication Data for: "What Drives Momentum and Reversal? Evidence from Day and Night Signals"
Creator: Boston College; University of Illinois Urbana-Champaign; Chapman University
Published: 2025-01-01T00:00:00+08:00

Harvard Dataverse2025-01-01 更新2026-04-09 收录

资产定价动量反转效应

金融市场微观结构

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/QAC8U8 数据链接链接失效反馈

官方服务：

资源简介：

Code and pseudo data for replicating results of manuscript "What Drives Momentum and Reversal? Evidence from Day and Night Signals" by Barardehi, Bogousslavsky, and Muravyev (forthcoming, RFS)

提供机构：

Boston College; University of Illinois Urbana-Champaign; Chapman University

创建时间：

2025-01-01