隔夜收益和日间反转对未来股票收益的影响

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学术论文

Overnight Returns, Daytime Reversals, and Future Stock Returns: The Risk of Investing in a Tug of War With Noise Traders

作者Ferhat Akbas; Ekkehart Boehmer; Chao Jiang; Paul D. Koch

机构
  • 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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