Al Refai, Hisham; Abdelaziz Eissa, Mohamed; Zeitun, Rami - In: International Journal of Emerging Markets 12 (2017) 2, pp. 335-351
Purpose The risk-return relationship is one of the most widely investigated topics in finance, yet this relationship remains one of the most controversial topics. The purpose of this paper is to investigate the asymmetric volatility and the risk-return tradeoff at the sector level in the...