High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19
This study investigates intraday patterns in the eleven sectors of the United States (U.S.). Key contributions are (i) risk and return patterns at specific trading periods on the New York Stock Exchange (NYSE), (ii) whether a specific day return model can predict the next 15-minute positive return...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2022-09-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/13030 |