Idiosyncratic volatility, investor sentiment, and returns of the GCC stock markets
Standard finance theory suggests that idiosyncratic volatility should not influence stock returns. In reality, if investors are unable to achieve efficient diversification, such risk may affect stock returns. The purpose of the study is to examine the presence of idiosyncratic volatility and sentime...
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Formato: | article |
Lenguaje: | EN |
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LLC "CPC "Business Perspectives"
2021
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Acceso en línea: | https://doaj.org/article/95064be1ff4446c98b9536c0bc2c500f |
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