Social capital and idiosyncratic return volatility

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Social capital and idiosyncratic return volatility

We examine whether regional social capital has any impact on idiosyncratic return volatility. Using US data, we find that firms headquartered in high social capital counties exhibit significantly lower idiosyncratic return volatility. This effect is more pronounced in the presence of financial repor...

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Bibliographic Details
Main Authors:	Hasan, Mostafa, Habib, A.
Format:	Journal Article
Published:	Sage Publications 2017
Online Access:	http://hdl.handle.net/20.500.11937/56743

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