Browsing NHH Brage by Author "Vu, Trang Quynh"
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The profitability premium : the effect of arbitrage activity on abnormal trading profits
Vu, Trang Quynh; Moldovan, Sanda (Master thesis, 2019)Inspired by the Novy-Marx (2013) paper, the purpose of this thesis is to investigate the profitability premium and the effect of arbitrage activity on its abnormal trading profits over the period from June 1964 to December ...