Work

Heterogeneous liquidity providers and night-minus-day return predictability

Year: 2023

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2023.03.002

Authors: Zhongjin Lu, Steven Malliaris, Zhongling Qin

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Auburn University, University of Georgia, University of Cincinnati

OpenAlex ID: W4362575183

FWCI: 4.013

Cites: 35

Cited by: 23

Related to: 10