Browsing NHH Brage by Author "Nygaard, Vidar Kogstad"
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Time-series and cross-sectional price momentum : an empirical study at the Oslo stock exchange
Nygaard, Vidar Kogstad (Master thesis, 2016)This thesis investigates the effects of a simple time-series momentum overlay either as a stand-alone approach or in combination with cross-sectional price momentum strategies from the period 1985 to 2015 at the Oslo Stock ...