Browsing BI Open by Author "Brunæs, Ole Toralfsøn"
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MOMENTUM PROFITS AND INVESTOR SENTIMENT
Brunæs, Ole Toralfsøn; Kjærnli, Espen Fagtun (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 ...