Blar i NHH Brage på forfatter "Muggerud, Thomas"
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The informational efficiency of the Norwegian corporate bond market : an empirical analysis of predictability in cross-market returns between stocks and corporate bonds in Norway
Uvholt, Lars; Muggerud, Thomas (Master thesis, 2018)This paper examines the relative informational efficiency of the Norwegian corporate bond market. To overcome problems with infrequent trading, we supplement transaction data for bonds and stocks with bond price estimates, ...