Overnight–Intraday Weekly Reversal in Currency Futures
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Market Closure and Short-Term Reversal
市场休市和短期反转
Centre for Economic Policy Research- Centre for Economic Policy Research (CEPR)
Imperial College Business School
University of Oxford
Quantitative BioSciences- CEPR (Centre for Economic Policy Research)
University of Oxford, Oxford-Man Institute of Quantitative Finance
Tsinghua University
Tsinghua University, School of Economics and Management
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