Asymmetrical impacts from overnight returns on stock returns
Year of publication: |
2021
|
---|---|
Authors: | Huang, Alex ; Hu, Ming-Che ; Truong, Quang-Thai |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 56.2021, 3, p. 849-889
|
Subject: | Overnight returns | Momentum effects | Information shocks | Sentiments | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Schock | Shock |
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