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A Tug of War: Overnight Versus Intraday Expected Returns
Lou, Dong, Polk, Christopher, Skouras, SpyrosLanguage:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2019.03.011
Date:
April, 2019
File:
PDF, 3.51 MB
english, 2019