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Data for: Volatility Timing, Sentiment, and the Short-term Profitability of VIX-based Cross-sectional Trading Strategies
Bapat, A. (Contributor), Schippel, N. (Contributor), Shi, X. (Contributor), Jasbi, P. (Contributor), Gu, H. (Contributor), Kala, M. (Contributor), Sertil, A. (Contributor), Sharma, S. (Contributor), Ding, W. (Contributor), Mazouz, K. (Contributor) & Wang, Q. (Contributor), Mendeley Data, Mar 3 2021
DOI: 10.17632/93nj28ghmm.1, https://data.mendeley.com/datasets/93nj28ghmm
Dataset