Essays about: "Ludvig Övergaard"
Found 1 essay containing the words Ludvig Övergaard.
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1. Momentum Returns in Different Market Climates: Evidence from the Pakistani Stock Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In our study, we investigate the risk-return relationship under different market-climates for the momentum strategy on the Pakistan stock exchange (PSX) between February 1999 and February 2019. We test three strategies with different formation/holding-periods; 3/3, 6/6 and 12/3. We use a single-factor model (CAPM) to analyze these relationships. READ MORE
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