Calculation of 12 anomalies portfolios in Thai stock market
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Updated
Apr 27, 2021
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excess-stock-return
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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
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Updated
Oct 2, 2023 - Jupyter Notebook
Examination of Dynamic Predictability of Excess Returns
finance data-science r statistics simulation monte-carlo regression economics stock-market econometrics monte-carlo-simulation yield-curve national-science-foundation excess-stock-return
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Updated
Aug 5, 2022 - TeX
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