Blar i Student papers på forfatter "Pay, Emil"
-
Momentum and Autocorrelation Patterns in the US Stock Markets
Borg, Anders Bostad; Pay, Emil (Master thesis, 2022)This paper seeks to investigate the role of autocorrelation and cross-serial correlation for momentum in stock returns. Using different momentum portfolios applied to the US stock market from January 1941 to December 2021, ...