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How do investors react to overnight returns? Evidence from Korea · Study

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ArticleHow do investors react to overnight returns? Evidence from Korea

Hyuna Ham2023

Article2023

How do investors react to overnight returns? Evidence from Korea

Hyuna Ham · Doojin Ryu · Robert I. Webb · Jinyoung Yu

16 citations·0/0 files stored·Finance research letters

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

2003The Dynamics of Institutional and Individual Trading 2019A tug of war: Overnight versus intraday expected returns 2011Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open 2016Are retail traders compensated for providing liquidity?2016Do extreme returns matter in emerging markets? Evidence from the Chinese stock market 2022Sentiment and uncertainty 2021Overnight returns, daytime reversals, and future stock returns 2019The impacts of public news announcements on intraday implied volatility dynamics

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Year2023

Typearticle

Published2023-03-12

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2023.103779

openalex_workW4323922425

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