@article {1975561,
	title = {Intraday Momentum in the VIX Futures Market},
	journal = {Journal of Banking \& Finance},
	volume = {148},
	year = {2023},
	month = {2023},
	pages = {106746},
	keywords = {Finance},
	author = {Huang,Hong-Gia and Tsai,Wei-Che and Weng,Pei-Shih and Yang,Jimmy}
}