Browsing Student papers by Author "Rabben, Kristoffer"
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Dispersion in analysts' forecasts and momentum strategies in the Norwegian stock market
Stenstad, Kristoffer; Rabben, Kristoffer (Master thesis, 2013-02-18)Research has shown that stock prices tend to drift in the same direction as revisions in consensus forecasts provided by financial analysts. In this paper we create momentum portfolios by an EPS-earnings revision ratio, ...