Blar i BI Open på forfatter "Lid, Helge Nøttestad"
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Momentum Crashes in The Nordic Stock Market
Norstad-Qukaj, Alexander Leonard; Lid, Helge Nøttestad (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 ...