Blar i NHH Brage på forfatter "Abusdal, Øyvind"
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An empirical study of serial correlation in stock returns : cause-effect relationship for excess returns from momentum trading in the Norwegian market
Brodin, Maximilian; Abusdal, Øyvind (Master thesis, 2008)This paper documents the maximum theoretical excess return on the market to 3.8% monthly from momentum trading in Norway and estimates the economical excess return to be marginally higher than 1% per month when accounting ...