Browsing NHH Brage by Author "Virdee, Jaspal Singh"
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Fundamental volatility and stock returns : does fundamental volatility explain stock returns?
Selboe, Guner K.; Virdee, Jaspal Singh (Master thesis, 2017)In this thesis, we investigate whether the fundamental uncertainty can explain the crosssection of stock returns. To measure the fundamental uncertainty, we estimate rolling standard deviations and accounting betas of ...