Browsing Student papers by Author "Vasilica, Andreea Madalina"
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Evaluation of stock characteristics on the Norwegian and Romanian stock markets
Vasilica, Andreea Madalina (Master thesis, 2017)This master thesis evaluates the stock characteristics of two main asset-pricing models in both the Norwegian and Romanian stock markets with the addition of liquidity, momentum, beta and idiosyncratic volatility in order ...