Work

Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies

Year: 2021

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2021.05.003

Authors: Wenjie Ding, Khelifa Mazouz, Qingwei Wang

Institution: Cardiff University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3168768367

FWCI: 5.804

Cites: 76

Cited by: 38

Related to: 10