Blar i NHH Brage på forfatter "Mikkelsen, Andreas Larsen"
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Empirical analysis of value and momentum strategies in BRIC stock markets
Mikkelsen, Andreas Larsen; Ding, Hong (Master thesis, 2020)Our Master’s thesis examines whether value and momentum strategy has been profitable in each of the BRIC countries, in the ten cross - BRIC country sectors and in BRIC as a whole from January 2002 to June 2019. We find ...