Browsing BI Open by Author "Berg-Jacobsen, Wilhelm Idebøen"
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The low volatility effect in the Norwegian stock market
Berg-Jacobsen, Wilhelm Idebøen; Tran, Hanh Nguyen Nguyen (Master thesis, 2021)In this paper we seek to investigate whether the low volatility puzzle is present in Norwegian stock market during the period January 1980 - December 2019. By examining the relationship of total volatility and returns ...