Essays about: "Darius Saftoiu"
Found 1 essay containing the words Darius Saftoiu.
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1. Frog in the Factor Pan: Continuous information in factor momentum
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Since stock momentum stems from momentum within common risk factors, as shown through recent studies, we test whether Da et al. (2014)'s frog-in-the-pan hypothesis of limited attention is able to explain the persistence of the momentum within factor risk premia. READ MORE
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