Data for: The Ordering of Historical Returns and the Cross-Section of Subsequent Returns

Name: Data for: The Ordering of Historical Returns and the Cross-Section of Subsequent Returns
Published: 2021-01-27T06:49:08+08:00

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This file contains monthly long-short returns from decile portfolio sorts based on CRO_M and CRO_A. Portfolios are value-weighted and based on NYSE breakpoints.

创建时间：

2021-01-27

Data for: The Ordering of Historical Returns and the Cross-Section of Subsequent Returns

资源简介：

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