Browsing NHH Brage by Author "Sørensen, Lars Qvingstad"
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Oil Price Shocks and Stock Return Predictability
Sørensen, Lars Qvingstad (Discussion paper;13/09, Working paper, 2009-11)Recent research has documented that oil price changes lead the aggregate market in most industrialized countries, and has argued that it represents an anomaly - an underreaction to information that investors can profit ...