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Number of items: 3.

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
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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.

This list was generated on Wed Aug 3 04:12:19 2022 BST.