Impact of Overnight Returns and Daytime Reversals to Future Stock Returns
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Overnight Returns, Daytime Reversals, and Future Stock Returns: The Risk of Investing in a Tug of War With Noise Traders
Ferhat Akbas; Ekkehart Boehmer; Chao Jiang; Paul D. Koch
University of Illinois Chicago- University of Illinois at Chicago
Singapore Management University- Singapore Management University - Lee Kong Chian School of Business
- University of South Carolina
- University of South Carolina - Department of Finance
- Iowa State University
- Iowa State University - Finance Department
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