Browsing NHH Brage by Author "Botnen, Marthe"
Now showing items 1-1 of 1
-
The profitability of value and momentum strategies on the Nordic stock market
Botnen, Marthe; Dyran, Vegard Hansteen (Master thesis, 2017)In this paper, we examine the profitability of value and momentum strategies on the Nordic stock market for the period January 1989 to June 2016. We find evidence of both a value and momentum premium, reflected by positive ...