Overnight returns, daytime reversals, and future stock returns: Is China different?-Reference-Cited by-同舟云学术

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Overnight returns, daytime reversals, and future stock returns: Is China different?

Published:2022-09 Issue: Volume:74 Page:101809
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Cheema Muhammad A.,Chiah Mardy,Man Yimei

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference19 articles.

1. Overnight returns, daytime reversals, and future stock returns;Akbas;J. Financ. Econ.,2021

2. Paying attention: overnight returns and the hidden cost of buying at the open;Berkman;J. Financ. Quant. Anal.,2012

3. The cross-section of intraday and overnight returns;Bogousslavsky;J. Financ. Econ.,2021

4. In search of distress risk;Campbell;J. Financ.,2008

5. On persistence in mutual fund performance;Carhart;J. Financ.,1997

Cited by 7 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. Tug of war with noise traders? Evidence from the G7 stock markets;The Quarterly Review of Economics and Finance;2024-06

2. The highest-lowest price range and the cross-sectional returns predictability;Investment Analysts Journal;2024-03-26

3. Overnight returns, daytime reversals, and anchoring bias;Applied Economics Letters;2024-03-25

4. The volatility of daily tug-of-war intensity and stock market returns;Finance Research Letters;2023-07

5. Overnight versus intraday returns of anomalies in China;Pacific-Basin Finance Journal;2023-06

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