Make or break: The relationship between idiosyncratic volatility and stock returns in the Philippines
Economic settings, portfolio allocation, methodological approach, samples, and controlled variables can serve as factors affecting the relationship between idiosyncratic volatility (IVOL) and stock returns. A riskier transaction follows higher expected returns, indicating a positive relationship. No...
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Main Authors: | Li, Angeline, Saria, Gabriel, Zheng, Ningning |
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格式: | text |
語言: | English |
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Animo Repository
2021
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在線閱讀: | https://animorepository.dlsu.edu.ph/etdb_econ/27 |
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機構: | De La Salle University |
語言: | English |
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