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@@ -50,5 +50,15 @@ More information on the dataset can be found in the paper "Market responses to a
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  Please cite the paper "Market responses to a VIX shock" by Albert J. Menkveld, Nikolaus Hautsch, and Stefan Voigt when using our dataset.
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- **BibTeX:** [More Information Needed]
 
 
 
 
 
 
 
 
 
 
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  Please cite the paper "Market responses to a VIX shock" by Albert J. Menkveld, Nikolaus Hautsch, and Stefan Voigt when using our dataset.
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+ **BibTeX:**
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+
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+ @unpublished{menkveld2026vix,
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+ author = {Menkveld, Albert J. and Hautsch, Nikolaus and Voigt, Stefan},
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+ title = {Market Responses to a {VIX} Shock},
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+ note = {Available at SSRN: \url{https://ssrn.com/abstract=6298780}},
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+ url = {https://ssrn.com/abstract=6298780},
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+ year = {2026},
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+ month = feb,
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+ day = {24},
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+ }
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