A tug of war : Overnight versus intraday expected returns
Year of publication: |
2019
|
---|---|
Authors: | Lou, Dong ; Polk, Christopher ; Skouras, Spyros |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 1, p. 192-213
|
Subject: | Anomalies | Intraday returns | Investor clienteles | Overnight returns | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Zeit | Time |
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