The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality-Reference-Cited by-同舟云学术

The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality

Published:2021-09 Issue: Volume:61 Page:100665
ISSN:1042-444X
Container-title:Journal of Multinational Financial Management
language:en
Short-container-title:Journal of Multinational Financial Management

Author:

Alqahtani Faisal,Hamdi Besma,Hammoudeh Shawkat

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

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