Blar i NHH Brage på forfatter "Christensen, Peter Michael Einan"
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Mispricing at the Oslo stock exchange : how suitable are the mispricing models of Stambaugh and Yuan for describing norwegian stock returns?
Christensen, Peter Michael Einan (Master thesis, 2019)This thesis assesses the suitability of the three- and four-factor mispricing models of Stambaugh and Yuan (2017) in describing Norwegian stock returns in the period between 1998 and 2018. As such, it is one of the first ...