2   Artículos

 
en línea
Nassar S. Al-Nassar    
This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this end,... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Nassar S. Al-Nassar and Beljid Makram    
This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 pandemic. Ret... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

« Anterior     Página: 1 de 1     Siguiente »