Browsing Handelshøyskolen BI by Author "Dagsland, Kamilla"
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Momentum Crashes in the US Stock Market During Different Market States and the Impact on Industries
Dagsland, Kamilla; Strandkås, Katarina Amalie (Master thesis, 2023)This paper documents investment strategies that buy the best-performing stocks and sell the worst-performing stocks based on past returns. The momentum anomaly has proved to be a profitable and widely used strategy among ...