Blar i NHH Brage på forfatter "Tran, Dung Nguyen Thuy"
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Factor Momentum in the U.S. and Norwegian Markets : An emprical study investigating momentum in factor returns using stock data of the U.S. and Norwegian markets
Tran, Dung Nguyen Thuy (Master thesis, 2023)Factors exhibit momentum as strong as that in individual stocks. Importantly, momentum in factor returns has strong and robust predictive power for future performance of factors. This thesis finds that the impact of ...