Browsing BI Open by Author "Braathen, Martin"
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Cross-sectional Momentum in the Norwegian Stock Market
Heder, Bendik; Braathen, Martin (Master thesis, 2022)We document significant ”cross-sectional momentum” profitability in the Norwegian stock market from Q1 1995 to Q2 2022. The past winners portfolio is identified as the main driver of the cross-sectional momentum returns ...