Try to replicate result of an article, January effect for small cap stocks
Budget: $30 – $250 USD
The January Effect
Author(s): Mark Haug and Mark Hirschey
Source: Financial Analysts Journal , Sep. - Oct., 2006, Vol. 62, No. 5 (Sep. - Oct., 2006), pp. 78-88
I would like the "r programming codes" to be used in "R markdown" that will create a portfolio of small capitalization stocks. I need to show that portfolio of preferred long history to show higher return in month of January.
The above article is a reference to my project.
also, The fema- French 3 factor model codes.
Author(s): Mark Haug and Mark Hirschey
Source: Financial Analysts Journal , Sep. - Oct., 2006, Vol. 62, No. 5 (Sep. - Oct., 2006), pp. 78-88
I would like the "r programming codes" to be used in "R markdown" that will create a portfolio of small capitalization stocks. I need to show that portfolio of preferred long history to show higher return in month of January.
The above article is a reference to my project.
also, The fema- French 3 factor model codes.