A tug of war: Overnight versus intraday expected returns

Academic journals

Publication Date

01/10/2019

Journal of Financial Economics

Publication Authors

Spyros Skouras

Dong Lou, Christopher Polk and Spyros Skouras (2019). A tug of war: Overnight versus intraday expected returns. Journal of Financial Economics, 134 (1), 192-213.

doi: 10.1016/j.jfineco.2019.03.011