Construct · 1 fields · 1 citations

overnight-intraday return tug of war: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
overnight-intradayreturn tug of war1 CONSTRUCTOvernight-intradayLOU · ASSET PRICING

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Asset pricing

the finding that many return anomalies accrue mainly overnight or mainly intraday, consistent with different investor clienteles trading at different times.

In asset pricing, overnight-intraday return tug of war refers to the finding that many return anomalies accrue mainly overnight or mainly intraday, consistent with different investor clienteles trading at different times. This meaning comes from Lou (2019) in Journal of Financial Economics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructsreturn3 fields · 3 citationsjingle · one word, three constructs

References

  1. Lou, D., Polk, C., & Skouras, S. (2019). A tug of war: Overnight versus intraday expected returns. Journal of Financial Economics, 134(1), 192-213. https://doi.org/10.1016/j.jfineco.2019.03.011

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