Spillovers of Return and Volatility in Stock Portfolios by Size
The study suggests that restricting fund managers to specific size categories could lead to suboptimal performance, based on an analysis of return and volatility spillovers among Saudi indices.
Featured in No. 16 on 21 Sep 2023 · on release day
- Released
- 21 Sep 2023
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 22
- Identifier
- RePEc:gam:jijfss:v:11:y:2023:i:3:p:113-:d:1238462
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