High frequency return and risk patterns in US sector ETFs during COVID-19
Ikhlaas Gurrib, Firuz Kamalov, Elgilani E. Alshareif
| Year of publication: |
2022
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|---|---|
| Authors: | Gurrib, Ikhlaas ; Kamalov, Firuz ; Elshareif, Elgilani Eltahir |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 5, p. 441-456
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| Subject: | US Sectors | COVID-19 | High Frequency Trading | Risk | Return | ETF | Machine Learning | Coronavirus | Indexderivat | Index derivative | Risiko | USA | United States | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.13030 [DOI] hdl:11159/12693 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013450588