codebook / resset_finance / mom

mom // 动量因子 MOM

Momentum factor

动量因子，常用于 Carhart 四因子或稳健性控制

→ use this variable in analysis ← back to dataset

attributes

datasetresset_finance · RESSET 锐思金融研究数据库
typecontinuous
roleiv,control
data filestock
keywordsMOM动量因子Carhart四因子

Used in these research designs

多因子资产定价模型iv