Blar i ODA Open Digital Archive på forfatter "Pettersen, Jørgen Blomvik"
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Industries and the momentum effect at Oslo Stock Exchange
Pettersen, Jørgen Blomvik (Master thesis, 2016)Based on data from OSE from 1985-2010, an investor forming (industry) momentum portfolios achives significant positive return, even when controlling for the Fama-French risk factors. By forming a self-financing portfolio ...