contains MATLAB scr ipts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models." The slides from the webinar are also included. The scr ipts examine the Fama & French model for a number of companies with recent IPOs to

用matlab做动量反转效应分析的编程模板(momentum factor, JEGADEESH AND TITMAN,Fama-French 3 Factor-Model)