• How have the health effects of COVID-19 impacted municipal bond liquidity and trading activity? 

  Sevland, Martin; Berg, Emma Gabrielle (Master thesis, 2023)

  This paper examines the impact of the COVID-19 pandemic’s health effects on the municipal bond market. We analyze liquidity and trading activity measures, and how they correlate with COVID-19 health variables. The goal ...

• Forecasting Implied Volatility Returns for At-The-Money Currency Options Using Machine Learning 

  Kanavin, Philip Sigurd Risgaard; Hvalbye, William Gunnholt (Master thesis, 2023)

  This paper explores the use of machine learning models to predict what characteristics affect illiquidity in stocks using historical data. The paper uses thirteen different regressions, exploring the effects of 43 ...

• Unveiling the Dynamics of Stock Illiquidity: Exploring Key Stock Characteristics and their Significance 

  Kristoffersen, Lars Veseth; Bruheim, Ole Gunnar (Master thesis, 2023)

  This paper explores the use of machine learning models to predict what characteristics affect illiquidity in stocks using historical data. The paper uses thirteen different regressions, exploring the effects of 43 ...

• The effect of market fear on mutual fund performance 

  Hinna, Jonas Dørheim; Blaker, Mikkel Christopher (Master thesis, 2023)

  This study investigates the impact of market fear on mutual fund performance by analyzing a dataset of Norwegian funds spanning from 2000 to 2022. Our research reveals that mutual funds tend to underperform during periods ...

• The Impact of Abnormal Accruals on Earnings Surprise and the Performance of Firms Listed on the Oslo Stock Exchange 

  Søvik, Maria Hjelle; Nicolaysen, Ingrid Jaatog Aars (Master thesis, 2023)

  This study examines the effect of abnormal accruals on market valuation of earnings surprises and the reversal implications of abnormal working capital accruals for firms listed on the Oslo Stock Exchange. We hypothesize ...

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