Browsing NHH Brage by Author "Brunæs, Carl Kevin"
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Value strategies : do stocks with low prices relative to fundamental measures of value outperform the market?
Brunæs, Carl Kevin; Correia, Victor Aas (Master thesis, 2015)This paper investigates weak-form market efficiency of the U.S. equity market by identifying market anomalies related to value strategies for portfolios formed on price-earnings, price-dividends, price-cash flow and ...