Blar i Institutt for samfunnsøkonomi på forfatter "Skreden, Dag"
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Short-Term Persistence in Norwegian Equity Mutual Funds
Skreden, Dag (Master thesis, 2012)In order to analyze short-term persistence in Norwegian equity mutual fund returns, two methods are applied. The backbone for both of them is a sorting procedure that creates four equally weighted portfolios based on lagged ...