Browsing BI Open by Author "Sellathurai, Jinoorthan"

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    • Beta Anomalies in Scandinavian Financial Markets 

      Sellathurai, Jinoorthan; Rognsvåg, Simen Henmo (Master thesis, 2022)
      In our master thesis, we build upon the works of Pedersen and Frazzini to study the beta anomaly. We first replicate their method for constructing the BAB factors in Norway, Sweden, and Denmark. Then we adjust our ...