Make or break: The relationship between idiosyncratic volatility and stock returns in the Philippines

• Main Authors: Li, Angeline, Saria, Gabriel, Zheng, Ningning
• Format: text
• Language: English
• Published: Animo Repository 2021
• Subjects: Stocks—Prices—Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etdb_econ/27
• Institution: De La Salle University

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...