Blar i Student papers på forfatter "Vennerød, Øyvind Emanuel Fryjordet"
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Comovement in the Norwegian Stock Market
Vennerød, Øyvind Emanuel Fryjordet; Solhaug, Svein Oddmund (Master thesis, 2019)We present the first comprehensive study of excess comovement in the Norwegian stock market, and find that stocks on the OBX index in Norway comove more than their fundamentals would suggest. The comovement is increasing ...