• norsk
    • English
  • English 
    • norsk
    • English
  • Login
View Item 
  •   Home
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • View Item
  •   Home
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Evaluating the Predictive Power of Leading Indicators Used by Analysts to Predict the Stock Return for Norwegian Listed Companies

Myhre, Amanda Marit Ackerman; Khaddaj, Hadi
Master thesis
Thumbnail
View/Open
2626667.pdf (1.837Mb)
URI
https://hdl.handle.net/11250/2686539
Date
2020
Metadata
Show full item record
Collections
  • Master of Science [1550]
Abstract
This paper studies the predictive power of leading indicators used by interviewed

analysts to predict the monthly excess stock returns for some of the most

influential Norwegian companies listed on the Oslo Stock Exchange. The thesis

primarily seeks to evaluate whether a multiple factor forecast model or a forecast

combination model incorporating additional explanatory variables have the ability

to outperform a five common factor (FCF) benchmark forecast model containing

common factors for the Norwegian stock market. The in-sample and out-ofsample

forecasting results indicate that a multiple factor forecast model fails to

outperform the FCF benchmark model. Interestingly, a forecast combination

model with additional explanatory variables for the Norwegian market is expected

to outperform the FCF benchmark forecast model.
Description
Masteroppgave(MSc) in Master of Science in Business, Accounting and Business Control - Handelshøyskolen BI, 2020
Publisher
Handelshøyskolen BI

Contact Us | Send Feedback

Privacy policy
DSpace software copyright © 2002-2019  DuraSpace

Service from  Unit
 

 

Browse

ArchiveCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsDocument TypesJournalsThis CollectionBy Issue DateAuthorsTitlesSubjectsDocument TypesJournals

My Account

Login

Statistics

View Usage Statistics

Contact Us | Send Feedback

Privacy policy
DSpace software copyright © 2002-2019  DuraSpace

Service from  Unit