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Spyros Skouras
Professor of International Finance and Director of Graduate Program in Finance & Banking at the Athens University of Economics & Business.
Publications
A tug of war: Overnight versus intraday expected returns
Journal of Financial Economics, 134 (1), 192-213.
A Tug of War: Overnight Versus Intraday Expected Returns
We decompose the abnormal profits associated with well-known patterns in the cross-section of expected returns into their overnight and intraday...
DP 744
