Blar i BI Open på forfatter "Kristoffersen, Lars Veseth"
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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 ...