Browsing Thesis by Author "Magnussen, Nicholas Oberg"

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The Institutional Footprint : An empirical study of the relationship between institutional ownership and idiosyncratic volatility in Scandinavian stock markets

Gjelstad-Ditlevsen, Philip; Magnussen, Nicholas Oberg (Master thesis, 2023)

This thesis investigates the impact of institutional ownership on idiosyncratic volatility in Scandinavian stocks. The study applies CAPM regression analysis to estimate idiosyncratic volatility, akin to Xu and Malkiel ...