Investor Sentiment and Returns of High Cash Flow Volatility Stocks in the Egyptian Exchange.

Document Type : Original Article

Author

Department of Business Administration Sadat Academy for Management Sciences Cairo Egypt

Abstract

This study examines the relationship between Investor sentiment and returns of high cash flow volatility stocks in the Egyptian exchange, using data from (EGX 100) index, during the years (2015-2019), The results indicated that sentiment has significant impact on returns of high cash flow volatility stocks while the Size, Leverage، Profit have no effect on the relationship between of sentiment and returns of high cash flow volatility stocks.

Keywords