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1
Momentum investing and a tale of intraday and overnight returns : evidence from Taiwan
Ho, Hsiao-Wei
;
Hsiao, YuJen
;
Lo, Wen-Chi
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463583
Saved in:
2
Can overnight return really serve as a proxy for firm-specific investor sentiment? : cross-country evidence
Xiong, Xiong
;
Meng, Yongqiang
;
Li, Xiao
;
Shen, Dehua
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012495692
Saved in:
3
How do investors react to overnight returns? : evidence from Korea
Ham, Hyuna
;
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
54
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472748
Saved in:
4
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
5
Asynchronous ADRs : overnight vs intraday returns and trading strategies
Kang, Jamie
;
Leung, Tim
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 580-596
Persistent link: https://www.econbiz.de/10011961106
Saved in:
6
Factor beta, overnight and intraday expected returns in China
Ye, Zhengke
;
Jiang, Danling
;
Luo, Yunfeng
- In:
Global finance journal
56
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478880
Saved in:
7
Overnight stock returns, intraday returns, and firm-specific investor sentiment
Kim, Byungoh
;
Suh, Sangwon
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667359
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8
Overnight momentum, informational shocks, and late informed trading in China
Gao, Ya
;
Han, Xing
;
Li, Youwei
;
Xiong, Xiong
- In:
International review of financial analysis
66
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012208972
Saved in:
9
The mean-variance relation : a 24-hour story
Wang, Wenzhao
- In:
Economics letters
208
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013207052
Saved in:
10
Should stock market return forecasts be conditioned on politics?
Powell, John Gregory
;
Qian, Meifen
;
Shi, Jing
;
Zhu, Qiaoqiao
- In:
Australian journal of management
40
(
2015
)
4
,
pp. 672-700
Persistent link: https://www.econbiz.de/10011479079
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