Browsing BI Open by Author "Juraeva, Gavkharoy"
Now showing items 1-1 of 1
-
Overnight Return Anomalies in the Oslo Stock Exchange: Causes and Potential Exploitations
Juraeva, Gavkharoy; Ahmed, Waleed (Master thesis, 2023)We investigate the overnight return anomaly in the Oslo stock exchange, confirming that overnight returns significantly outperform intraday returns. We calculate fractions of value-weighted average prices (VWAP) throughout ...