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.
| Date made available | Mar 3 2021 |
|---|---|
| Publisher | Mendeley Data |
Data for: Volatility Timing, Sentiment, and the Short-term Profitability of VIX-based Cross-sectional Trading Strategies
- Wenjie Ding (Contributor)
- Khelifa Mazouz (Contributor)
- Qingwei Wang (Contributor)
- Aditi Bapat (Contributor)
- Natascha Schippel (Contributor)
- Xiaojian Shi (Contributor)
- Paniz Jasbi (Contributor)
- Haiwei Gu (Contributor)
- Mrinalini Kala (Contributor)
- Aparna Sertil (Contributor)
- Shalini Sharma (Contributor)
Dataset