Browsing Mastergradsoppgaver i økonomi og administrasjon, revisjon by Author "Jenssen, Anders"
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Testing Market Efficiency on Oslo Stock Exchange. Can common abnormal return anomalies' predictive abilities create arbitrage opportunities?
Jenssen, Anders (Master thesis; Mastergradsoppgave, 2017-06-06)This thesis studies the predictive abilities of the abnormal return anomalies of size, value and return momentum on Oslo Stock Exchange to determine possible forms of market inefficiency. Factor mimicking portfolios representing the anomalies are created for the sample period. The sample period is divided into two smaller sub-periods where the first sub- period is used to observe the anomalies, while ...