
High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19
Author(s) -
Ikhlaas Gurrib,
Firuz Kamalov,
Elgilani E. Alshareif
Publication year - 2022
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.13030
Subject(s) - volatility (finance) , risk–return spectrum , stock (firearms) , expected return , econometrics , business , economics , covid-19 , financial economics , monetary economics , portfolio , medicine , geography , disease , archaeology , pathology , infectious disease (medical specialty)