Cheema, Arbab, Ding, Wenjie ORCID: https://orcid.org/0000-0003-2774-5777 and Wang, Qingwei ORCID: https://orcid.org/0000-0002-3695-7846
2023.
The cross-section of January effect.
Journal of Asset Management
24
, pp. 513-530.
10.1057/s41260-023-00324-1
Item availability restricted. |
Ding, Wenjie ORCID: https://orcid.org/0000-0003-2774-5777, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Wang, Qingwei ORCID: https://orcid.org/0000-0002-3695-7846 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 |
Ding, Wenjie ORCID: https://orcid.org/0000-0003-2774-5777, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Wang, Qingwei ORCID: https://orcid.org/0000-0002-3695-7846 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 ORCID: https://orcid.org/0000-0003-2774-5777
2018.
Investor sentiment and cross-sectional stock returns.
PhD Thesis,
Cardiff University.
Item availability restricted. |