Blar i BI Open på forfatter "Nydal, Christian Skaar"
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The Low Volatility Anomaly: An empirical study of Oslo Stock Exchange
Nydal, Christian Skaar; Høgenhaug, Morten (Master thesis, 2018)In this paper we study the relation between the cross-sections of idiosyncratic volatility and returns on the Norwegian stock market. Our timeframe ranges from 1980 through 2015 and all companies registered on the Oslo ...