Browsing BI Open by Author "Lunner, Jørgen Ruud"

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Reuisiting "Short Interest and Aggregate Stoel! Returns": A Replication Study Incorporating Additional Predictor Variables and Addressing the Impact of the Financial Crisis

Lunner, Jørgen Ruud; Myran, Stian (Master thesis, 2023)

The primary purpose of this thesis is to reproduce the empirical findings of the original RRZ study and to reexamine the papers’ key claims. The first assertion is that " short interest is arguably the strongest known ...