The Impact of Company Characteristics on Return Volatility in Sorted Portfolios: A Hybrid Asymmetric Conditional Variance Approach
The primary objective of this study is to investigate how various stock portfolio strategies affect the volatility of returns among companies listed on the Tehran Stock Exchange (TSE). A systematic elimination method selected 185 companies from 2011 to 2022. The return volatility of these companies,...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Ferdowsi University of Mashhad
2024-10-01
|
| Series: | Iranian Journal of Accounting, Auditing & Finance |
| Subjects: | |
| Online Access: | https://ijaaf.um.ac.ir/article_45105_628df7c1a7689329233ae1e7a661a8db.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|