Idiosyncratic volatility, network centrality, and stock returns
To study interconnectedness in the stock market and examine the impact of network centrality on stock returns, this study constructs a network of Turkish stocks based on idiosyncratic volatility correlations. We find that the book-to-market ratio and market size are negatively associated with networ...
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| Autore principale: | |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Elsevier
2023-09-01
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| Serie: | Borsa Istanbul Review |
| Soggetti: | |
| Accesso online: | http://www.sciencedirect.com/science/article/pii/S2214845023000832 |
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