Blar i Handelshøyskolen BI på forfatter "Christensen, Jens"
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Industry Momentum, Momentum Behavior and Market States: An analysis of different momentum sources under different market states
Christensen, Jens; Thorkildsen, Nicolas Garzon (Master thesis, 2022)Momentum strategies have proved to be very profitable and widely used among investors. Despite this, research has found that they can also experience substantial losses. This thesis focus on studying momentum behavior from ...