Overnight-Intraday Reversal in Futures
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Overnight-Intraday Reversal Everywhere
Robert Kosowski; Chun Liu; Yang Liu; Tianyu Wang
University of Oxford
Quantitative BioSciences- Centre for Economic Policy Research
- CEPR (Centre for Economic Policy Research)
- Imperial College Business School
- University of Oxford, Oxford-Man Institute of Quantitative Finance
University of Toronto
Tsinghua University- Tsinghua University - School of Economics and Management
- Hunan University of Finance and Economics
- Hunan University - College of Finance and Statistics
- Tsinghua University, School of Economics and Management
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