Data for: Volatility Timing, Sentiment, and the Short-term Profitability of VIX-based Cross-sectional Trading Strategies

Name: Data for: Volatility Timing, Sentiment, and the Short-term Profitability of VIX-based Cross-sectional Trading Strategies
Creator: Wenjie Ding
Published: 2021-03-03T16:13:02.590Z
Keywords: Finance

Ding, Wenjie

doi:10.17632/93nj28ghmm.1

Data for: Volatility Timing, Sentiment, and the Short-term Profitability of VIX-based Cross-sectional Trading Strategies

Published: 3 March 2021| Version 1 | DOI: 10.17632/93nj28ghmm.1

Contributor:

Wenjie Ding

Description

Use Stata to run the program. Change the path to the folder where alldata.dta file is saved before running the tablecode.do file.

Data for: Volatility Timing, Sentiment, and the Short-term Profitability of VIX-based Cross-sectional Trading Strategies

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