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Momentum and Autocorrelation Patterns in the US Stock Markets
(Master thesis, 2022)This paper seeks to investigate the role of autocorrelation and cross-serial correlation for momentum in stock returns. Using different momentum portfolios applied to the US stock market from January 1941 to December 2021, ... -
The Momentum Anomaly: Can It Still Outperform the Market?
(Master thesis, 2022)This thesis adds to the already broad literature investigating simple trend-following strategies. We study the ability of a time series momentum strategy to generate abnormal returns following the methodology of Moskowitz ... -
Momentum Crashes in The Nordic Stock Market
(Master thesis, 2018)This thesis investigates momentum crashes in the Nordic stock market. We find that an unconditional price momentum strategy yields positive significant returns in the period 2003:01 to 2017:12 but experience severe ... -
Momentum Crashes in the US Stock Market During Different Market States and the Impact on Industries
(Master thesis, 2023)This paper documents investment strategies that buy the best-performing stocks and sell the worst-performing stocks based on past returns. The momentum anomaly has proved to be a profitable and widely used strategy among ... -
MOMENTUM PROFITS AND INVESTOR SENTIMENT
(Master thesis, 2022)This paper studies investor sentiment as a predictive factor of momentum profits and evaluates momentum trading profitability for investors. We identify momentum profits on the Norwegian stock market by recreating the ... -
Monetary Policy and Household Debt
(Journal article; Peer reviewed, 2020)We address the interplay between household debt accumulation and monetary policy. Monetary policy likely affects household debt-to-income ratios via disposable income and inflation, not just by changing the financial ... -
Monetary policy in Euroland
(CME Working paper series;, Working paper, 1999) -
Monetary Policy in Oil Exporting Economies
(CAMP Working Paper Series;5/2014, Working paper, 2014)How should monetary policy be constructed when national income depends on oil exports? I set up a general equilibrium model for an oil exporting small open economy to analyze this question. Fundamentals include an oil ... -
Monetary policy shocks and cross-country heterogeneity in the Euro area
(Master thesis, 2017)In our thesis, we analyze the transmission of monetary policy in the four largest Euro area economies, namely Germany, Italy, France and Spain. The focus of the analysis is to examine the heterogeneity and time variation ... -
Monetary policy shocks and exchange rate dynamics in small open economies
(CAMP Working Paper Series;10/2023, Working paper, 2023-06-29)This paper investigates the relationship between monetary policy shocks and real exchange rates in several small open economies. To that end, we develop a novel identification strategy for time-varying structural vector ... -
Monetary policy surprises : house prices and household credit in Norway
(Master thesis, 2017)In this master thesis we analyze the effects of monetary policy shocks on economic and financial variables in Norway, where we focus in particular on the responses of house prices and household credit. Our main approach ... -
Monetary policy when export revenues drop
(CAMP Working Paper Series;04/2022, Working paper, 2022-11)We study how monetary policy should respond to shocks which permanently alter the steady state structure of the economy. In such a case monetary policy affects not only the short run misallocations due to nominal rigidities, ... -
Monetary policy when export revenues drop
(Journal article; Peer reviewed, 2023)We study how monetary policy should respond to shocks that permanently alter the steady state structure of the economy. In such a case monetary policy affects not only the short run misallocations due to nominal rigidities, ... -
Money attitudes, financial capabilities, and impulsiveness as predictors of wealth accumulation
(Peer reviewed; Journal article, 2022)In this study we examined three correlates of personal wealth–financial capability, buying impulsiveness, and attitudes to money in a large UK adult sample (N = 90,184). We were interested in how these psychological variables ... -
Money Attitudes, Personality and Chronic Impulse Buying
(Journal article; Peer reviewed, 2019)This paper reports on a study of the relationship between demographic, personality, and attitudinal variables and impulsive buying (a consumer's tendency to buy spontaneously, unreflectively, and immediately); using secondary ... -
Money in Norwegian Politics: How does political representation at the national level affect the funding of local party organizations?
(Master thesis, 2022)Money in Norwegian politics is often perceived as not as prominent as in other countries such as the United States. Is the funding in Norway anything related to the elections? This master thesis examines if there exists a ... -
Money Talks: Communication Patterns as Knowledge Monetization
(Journal article; Peer reviewed, 2017)In this conceptual paper, we suggest that knowledge flows constitute the antecedences of value creation by means of its communication component. Knowledge is increasingly being accepted as a source of value creation and a ... -
Money types, money beliefs, and financial worries: An Australian study
(Journal article; Peer reviewed, 2018)Objective - To examine correlates of beliefs about money in Australia. The focus of this study was on correlates of individual money types, which looks at the extent to which money was associated with Freedom, Love, Power, ... -
Monitoring multicountry macroeconomic risk
(CAMP Working Paper Series;06/2023, Working paper, 2023-08-03)We propose a multicountry quantile factor augmeneted vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence ... -
Moonlighting politicians: a survey and research agenda
(Journal article; Peer reviewed, 2013)Elected representatives in many countries are legally allowed to carry out (un)paid jobs in addition to their political mandate, often referred to as ‘moonlighting’. Despite the important selection and incentive effects ...