excess-stock-return

There are 0 repository under excess-stock-return topic.

/ excess-return-analysis
This repo focuses on predicting specific news/events that lead to an excess return of more than 5% within 48 hours for certain cryptocurrency projects, specifically Ethereum and Solana. The project's main objective is to identify the occurrence of such news or events that can cause significant returns in a short time frame for these crypto projects
cryptocurrency excess-stock-return trading-strategies
Language:Jupyter Notebook
/ 2022_NSF_MathREUResearchProject_repo
Examination of Dynamic Predictability of Excess Returns
econometrics excess-stock-return finance national-science-foundation regression statistics data-science economics yield-curve r monte-carlo monte-carlo-simulation simulation stock-market
Language:TeX
/ anomalies-thailand
Calculation of 12 anomalies portfolios in Thai stock market
market-anomalies excess-stock-return

/ excess-return-analysis