Overnight Return, the Invisible Hand Behind The Intraday Return? A Retrospective
Author:
Publisher
Elsevier BV
Reference31 articles.
1. Overnight Returns and Firm-Specific Investor Sentiment;D Aboody;Journal of Financial and Quantitative Analysis,2018
2. All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors;B M Barber;The Review of Financial Studies,2008
3. Performance Evaluation of New York Stock Exchange Specialists;A Barnea;The Journal of Financial and Quantitative Analysis,1974
4. Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open;H Berkman;Journal of Financial and Quantitative Analysis,2011
5. Overnight Returns and Firm-Specific Investor Sentiment;L E Blose;Journal of Financial and Quantitative Analysis,2018
Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Intraday Return Of Winners Vs Losers Indonesian Capital Market Evidence;International Journal of Business and Society;2024-08-18
2. The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality;Asia-Pacific Financial Markets;2023-09-07
3. The Time Secret of Chinese A-Share Systematic Risk: Overnight and Intraday;Emerging Markets Finance and Trade;2023-05-30
4. Gold and oil prices: abnormal returns, momentum and contrarian effects;Financial Markets and Portfolio Management;2021-04-05
5. Is Overnight Volatility Overlooked?;SSRN Electronic Journal;2020
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3