My GoogleFu tell's me this may be your guy: Chih-Hsien Yu - University of Baltimore He published a paper by the same title in 2002: Yu, C. "Price Momentum and Institutional Ownership," National Taiwan University, Taipei, Taiwan. (2002). ... View more

Output is on page 21, 22 of pdf. Past losers(negative returns over last 3 months) Neural(Close to 0 Return) Past winner (Positive Return over last 3 months). I have also attached the sas file of the input data. Your help would be highly appreciated. Thank You. ... View more

This is the sas file of my data. I havent tried a lot yet as I am new to sas. ... View more

There are at least 2 questions here. 1) How do I calculate all these measures, 2) How do I create a report over this measures in the required format A lot of people in this forum here are very supportive in helping to you to get over obstacles when you get stuck in your work. It's another story when it comes to doing your job for you - and this is what you're asking for here. I suggest that you get started in solving your problem and come back here when you're facing issues with some concrete problems. If so then post a data step which creates sample data, all the code you've already developed and then explain where it doesn't work and how the result should look like. ... View more