Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
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- Harshit GURANI, 2023. "Predicting Stock Performance in Indian Mid-Cap and Small-Cap Firms: An Exploration of Financial Ratios Through Logistic Regression Analysis," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 4(9), pages 56-63, September.
- Nassar S. Al-Nassar, 2023. "The Dynamic Return and Volatility Spillovers among Size-Based Stock Portfolios in the Saudi Market and Their Portfolio Management Implications during Different Crises," IJFS, MDPI, vol. 11(3), pages 1-30, September.
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Keywords
volatility spillover; connectedness; large-; mid-; and small-cap; portfolio diversification and hedging; time; frequency domain;All these keywords.
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