Browsing NHH Brage by Author "Borch, Beate Nilsen"
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Market efficiency theory and the earnings announcement premium at the Oslo Stock Exchange
Borch, Beate Nilsen (Master thesis, 2008)Lamont and Frazzini (2007) document that a trading strategy consisting of buying every stock expected to announce within the coming month and selling short every stock not expected to announce the coming month generates ...