Blar i NHH Brage på forfatter "Nordby, Lars-Erik"
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Can price reversals on Oslo Stock Exchange be exploited?
Nordby, Lars-Erik; Firman, Jens (Master thesis, 2013)We investigate if price reversals on the Oslo Stock Exchange can be exploited using a twofold method. Our method includes stock selection based on variance ratios and simulation of portfolio performance using a contrarian ...