Browsing BI Open by Author "Nilsen, Fredrik Hebnes"
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Stock market volatility : rationality and irrationality
Nilsen, Fredrik Hebnes; Lind, Øyvind Andreas (Master thesis, 2014-02-11)In this master thesis we examine the asymmetric volatility in stock market returns, i.e. why the stock market is more volatile in down turns than in up turns. By examining the Norwegian stock market, we find no support for ...