Intraday and Overnight Causality in Time and Frequency Domains: Evidence From Stock Returns and Volatility
Year: 2025
Type: article
DOI: 10.1002/ijfe.70059
Authors: Xiaojun Zhao, Mingxuan Lv, Xin Wen, Jingqi Xu
Institution: Beijing Jiaotong University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4415458544