Decomposing the VIX: Implications for the predictability of stock returns
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John, K. and Li, J., 2021. COVID-19, volatility dynamics, and sentiment trading. Journal of Banking & Finance, 133, p.106162.
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Talk at UC San Francisco, Department of Testing, San Francisco, California
Tutorial at UC-Berkeley Institute for Testing Science, Berkeley CA, USA
Talk at London School of Testing, London, UK
Conference proceedings talk at Testing Institute of America 2014 Annual Conference, Los Angeles, CA