46 actively-traded US equities

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1papers using it

2023first seen

The '46 actively-traded US equities' dataset contains a selection of actively traded stocks used to evaluate the performance of Spatio-Temporal Momentum strategies in capturing momentum risk premia.

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Papers using 46 actively-traded US equities (1)

Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies2023 · 7 cites