Blar i BI Open på forfatter "Ahmed, Waleed"
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Overnight Return Anomalies in the Oslo Stock Exchange: Causes and Potential Exploitations
Juraeva, Gavkharoy; Ahmed, Waleed (Master thesis, 2023)We investigate the overnight return anomaly in the Oslo stock exchange, confirming that overnight returns significantly outperform intraday returns. We calculate fractions of value-weighted average prices (VWAP) throughout ...