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Replication_of_DM_2016

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Replication of Main results of DM(2016) "Momentum Crashes"

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Name		Name	Last commit message	Last commit date
F-F_Research_Data_Factors.CSV		F-F_Research_Data_Factors.CSV
MoM_JFE_2016.ipynb		MoM_JFE_2016.ipynb
Momentum crashes.pdf		Momentum crashes.pdf
README.md		README.md
动量策略.ipynb		动量策略.ipynb

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Replication-of-DM-2016

Replication of Main results of DM(2016) "Momentum Crashes"

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Replication of Main results of DM(2016) "Momentum Crashes"

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