Work

A tug of war: Overnight versus intraday expected returns

Year: 2019

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2019.03.011

Authors: Dong Lou, Christopher Polk, Spyros Skouras

Institutions: Centre for Economic Policy Research, London School of Economics and Political Science, Athens University of Economics and Business

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2797315895

FWCI: 29.2

Cites: 89

Cited by: 337

Related to: 9