Blar i Handelshøyskolen BI på forfatter "Dahl, Martinius Steensland"
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Asset pricing models in the Nordic Stock Market
Lind, Stian Nygaard; Dahl, Martinius Steensland (Master thesis, 2022)This thesis investigates the Fama and French asset pricing models on a sample of all firms, green firms, and half-green firms in the Nordic stock market. We find that when fitted to the full sample, the factor models of ...