Blar i Student papers på forfatter "Bakøy, Maiken Persdatter"
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The low-volatility anomaly in the Norwegian stock market
Huskic, Belma; Bakøy, Maiken Persdatter (Master thesis, 2017)In this thesis, we find that the low-volatility anomaly is present on Oslo Stock Exchange in the period 1990 to 2016. The study is performed using a filtered sample of 628 securities, sorted by idiosyncratic volatility ...