From dusk till dawn (and vice versa) : overnight-versus-daytime reversals and feedback trading
Year of publication: |
2023
|
---|---|
Authors: | Kallinterakis, Vasileios ; Karaa, Rabaa |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 85.2023, p. 1-17
|
Subject: | Daytime reversals | Exchange-traded funds | Feedback trading | Heterogeneity | Overnight returns |
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