Ding, Wenjie, Mazouz, Khelifa and Wang, Qingwei
2021.
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies.
Journal of Empirical Finance
63
, pp. 42-56.
10.1016/j.jempfin.2021.05.003
Item availability restricted. |
Ding, Wenjie, Mazouz, Khelifa and Wang, Qingwei 2019. Investor sentiment and the cross-section of stock returns: New theory and evidence. Review of Quantitative Finance and Accounting 53 , pp. 493-525. 10.1007/s11156-018-0756-z |
Ding, Wenjie
2018.
Investor sentiment and cross-sectional stock returns.
PhD Thesis,
Cardiff University.
Item availability restricted. |