Abnormal Overnight Earnings Return Factor in China

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Academic paper

Earnings Announcements in China: Overnight-Intraday Disparity

AuthorsJunhao Liu; Ole‐Kristian Hope; Danqi Hu

Institute
  • University of Melbourne
  • University of Toronto
  • University of Melbourne - Faculty of Business and Economics
  • University of Toronto - Rotman School of Management
  • Peking University
  • Kellogg's (Canada)
  • Guanghua School of Management, Peking University
  • Northwestern University - Kellogg School of Management
  • Peking University - Guanghua School of Management

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