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Introduction

The Low Volatility Anomaly refers to the phenomenon where low-risk stocks consistently outperform high-risk stocks, contrary to traditional financial theory which suggests that higher risk should be rewarded with higher returns. This anomaly has puzzled researchers and practitioners in the field of finance for decades, leading to numerous studies attempting to explain this anomaly.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of Study
1.3 Problem Statement
1.4 Objective of Study
1.5 Limitation of Study
1.6 Scope of Study
1.7 Significance of Study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Introduction to the Low Volatility Anomaly
2.2 Capital Asset Pricing Model (CAPM) and the Low Volatility Anomaly
2.3 Behavioral Finance Theories and the Low Volatility Anomaly
2.4 Risk-Based Explanation for the Low Volatility Anomaly
2.5 Theoretical Approaches to Explaining the Low Volatility Anomaly
2.6 Previous Empirical Studies on the Low Volatility Anomaly
2.7 Critiques of Existing Explanations
2.8 Recent Developments in the Low Volatility Anomaly Literature
2.9 Summary of Literature Review

Chapter 3: Research Methodology
3.1 Introduction to Research Methodology
3.2 Research Design
3.3 Data Collection
3.4 Data Analysis Techniques
3.5 Hypothesis Development
3.6 Variable Selection
3.7 Sample Selection
3.8 Ethical Considerations

Chapter 4: Discussion of Findings
4.1 Descriptive Statistics
4.2 Hypothesis Testing Results
4.3 Robustness Checks
4.4 Comparison with Existing Literature
4.5 Interpretation of Results
4.6 Implications for Practitioners
4.7 Limitations of the Study
4.8 Future Research Directions

Chapter 5: Conclusion and Summary
5.1 Summary of Findings
5.2 Contributions to Literature
5.3 Practical Implications
5.4 Recommendations for Further Research
5.5 Conclusion

Thesis Overview:

The Low Volatility Anomaly has been a topic of interest in the field of finance for many years, as it challenges traditional financial theory and has important implications for investors. This thesis aims to explore and explain the Low Volatility Anomaly by conducting a comprehensive literature review, developing a research methodology, analyzing data, and discussing findings.

Chapter 1 provides an introduction to the Low Volatility Anomaly, including its background, problem statement, objectives, limitations, scope, significance, structure, and definition of terms. Chapter 2 reviews existing literature on the Low Volatility Anomaly, covering various explanations and empirical studies. Chapter 3 outlines the research methodology, including research design, data collection, analysis techniques, hypothesis development, variable selection, sample selection, and ethical considerations. Chapter 4 presents the discussion of findings, including descriptive statistics, hypothesis testing results, robustness checks, comparison with existing literature, interpretation of results, implications for practitioners, limitations of the study, and future research directions. Finally, Chapter 5 concludes the thesis with a summary of findings, contributions to literature, practical implications, recommendations for further research, and a conclusion.

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