Asymmetrical impacts from overnight returns on stock returns
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-020-00911-y.pdf
Reference65 articles.
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3. Amihud Y (2002) Illiquidity and stock returns: cross-section and time-series effects. J Financ Mark 5:31–56
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5. Avramov D, Chordia T, Goyal A (2006) The impact of trades on daily volatility. Rev Financ Stud 19:1241–1277
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