A Study on the Causal Relationships between Cross-Sectional Momentum Strategies and Macroeconomic Variables Pre-and Post-2008 Financial Crisis.

JSD Johannessen, LFM Osen - 2023 - biopen.bi.no
This master's thesis examines cross-sectional momentum strategies in the context of
changes in macroeconomic variables preceding and following the 2008 financial crisis …

Momentum and the market: quantitative research on a momentum-based stock selection strategy on the Danish large-cap market

SI Óskarsson - skemman.is
It is the foremost goal of any investor to get a positive return on his investments. Milton
Friedman stated that a company only has a responsibility towards its shareholders. If that is …