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China
Capital income
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Börsenkurs
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return anomaly
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overnight return anomaly
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(2001-2011)
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Journal of risk and financial management : JRFM
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The asymmetric overnight
return
anomaly
in the Chinese stock market
An, Yahui
;
Huang, Lin
;
Li, Youwei
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
11
,
pp. 1-20
should generate considerably higher rates of return than the risk-free rate. However, the overnight
return
anomaly
in the …
Persistent link: https://www.econbiz.de/10013475226
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