Browsing Student papers by Author "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 ...