Blar i BI Open på forfatter "Osen, Lars Fredrik Melvold"
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A Study on the Causal Relationships between Cross-Sectional Momentum Strategies and Macroeconomic Variables Pre- and Post-2008 Financial Crisis.
Johannessen, Jacob-Sterling Deehr; Osen, Lars Fredrik Melvold (Master thesis, 2023)This master's thesis examines cross-sectional momentum strategies in the context of changes in macroeconomic variables preceding and following the 2008 financial crisis. Testing the hypothesis that there may be an altered ...