12个月季节性反转
登录后收藏学术论文
Seasonal Reversals in Expected Stock Returns
Matti Keloharju; Juhani T. Linnainmaa; Peter Nyberg
Aalto University
Centre for Economic Policy Research
Research Institute of Industrial Economics- Aalto University School of Business
- Centre for Economic Policy Research (CEPR)
- Research Institute of Industrial Economics (IFN)
National Bureau of Economic Research
Dartmouth College
Dartmouth College - Tuck School of Business
National Bureau of Economic Research (NBER)
本篇策略设有付费墙
付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。