Al-Nassar, Nassar S.; Makram, Beljid - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-28
spillovers between the main and SME stock markets are limited to Saudi Arabia, shock and volatility spillovers have different … SME stocks to a main stock portfolio enhances its risk-adjusted return, especially during tranquil market phases. One …This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small …