Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective

  1. López, R.
  2. Esparcia, C.
Journal:
International Review of Economics and Finance

ISSN: 1059-0560

Year of publication: 2021

Volume: 71

Pages: 32-54

Type: Article

DOI: 10.1016/J.IREF.2020.08.019 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus