Blar i NHH Brage på forfatter "Arnesen, Marius Nøst"
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Explanations for the low volatility anomaly : an empirical analysis of the Norwegian stock market
Arnesen, Marius Nøst; Borge, Ørjan Krokås (Master thesis, 2017)In this thesis, we examine the relation between idiosyncratic volatility and stock returns. Inspired by recent studies on the low volatility anomaly, we document the existence of and explain this phenomenon in the Norwegian ...