COVID-19, volatility dynamics, and sentiment trading

Published in Journal of Banking and Finance, 2021

Recommended citation: John, K. and Li, J., 2021. COVID-19, volatility dynamics, and sentiment trading. Journal of Banking & Finance, 133, p.106162. https://www.sciencedirect.com/science/article/pii/S0378426621001217?via%3Dihub