Browsing NHH Brage by Author "Sandvik, Eirik"
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Bigger isn’t always better : A twenty-one-year study of the size effect on the Oslo Stock Exchange
Skaug, Oskar Flagtvedt; Sandvik, Eirik (Master thesis, 2023)Our analysis reveals an average monthly size effect of 1.29 percent on the Oslo Stock Exchange from 2000 to 2020, a significance that persists after adjusting for various systematic risk factors. Despite substantial ...