Browsing AURA by Author "Bryhn, Joachim Holm"

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Overnight Return on the Norwegian Stock Exchange A study of 15 stocks with the highest turnover over the period of 2003 to2014 on Oslo Stock Exchange.

Fjeldheim Amundsen, Henrik; Bryhn, Joachim Holm (Master thesis, 2015)

In this thesis we decompose the close-to-close return into overnight and intraday returns for the 15 most traded stocks on Oslo Stock Exchange over the period of 2003 to 2014. By analyzing the stocks individually and in ...