Contrarian strategy 计算软件~

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各位大侠，请问有谁写过关于contrarian strategy 实证分析的论文？请问大侠是用什么软件去计算该策略的收益状况？如果有谁能计算出1997/1/1-2010/12/1上证A股 2年，3年，5年该策略的收益及T值，且结果符合已有的实证分析结果，我们可以商量一下价格！

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关键词：Contrarian Strategy Strateg contr 计算软件 软件 Strategy Contrarian

推荐你几篇文章，希望能有用。上证的分析没做过。
Daniel, K. and Titman, S. (1997), `Evidence on the characteristics of cross sectional
variation in stock returns', Journal of Finance 52(1), 1{33.

DeBondt, W. and Thaler, R. (1985), `Does the stock market overreact?', Journal of
Finance 40, 793{808.

DeBondt, W. and Thaler, R. (1987), `Further evidence on investor overreaction and stock
market seasonality', Journal of Finance 42, 557{581.

DeLong, J., Shleifer, A., Summers, L. and Waldmann, R. (1990), `Positive feedback and
destabilizing rational speculation', Journal of Finance 45, 379{395.

Gri±n, J., Ji, X. and Martin, J. (2003), `Momentum investing and business cycle risk:
Evidence from pole to pole', Journal of Finance 58, 2515{2547.

Jegadeesh, N. (1990), `Evidence of predictable behavior of security returns', Journal of
Finance 45, 881{898.

Jegadeesh, N. and Titman, S. (1993), `Returns to buying winners and selling losers:
Implications for stock market e±ciency', Journal of Finance 48, 65{91.

Jegadeesh, N. and Titman, S. (2001), `Pro¯tability of momentum strategies: An evalu-
ation of alternative explanations', Journal of Finance 56, 699{720.

这些文章基本都看过了~~只是用EXCEL做出来的结果和这些文章的结果有较大的出入~~~Thank you for replying！！！ 你说没做过上证的实证，请问你做过别的股市的实证么？