Browsing Master of Science by Author "Eliassen, Sigrid Marie Strand"
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A Fama-French Replication and Extension including Momentum: Evidence from the US and the UK Stock Market
Eliassen, Sigrid Marie Strand; Grefstad, Mina Grammeltvedt (Master thesis, 2022)This paper examines the effects of size, value, profitability, investments, and momentum on the cross-sectional and time-series relation between expected returns and risk in the US and the UK markets, from July 1990 to ...