A tug of war: Overnight versus intraday expected returns
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DOI: 10.1016/j.jfineco.2019.03.011
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More about this item
Keywords
Anomalies; Overnight returns; Intraday returns; Investor clienteles;All these keywords.
JEL classification:
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- N22 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: 1913-
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