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Asymmetrical impacts from overnight returns on stock returns
Alex Yi Hou Huang
*
, Ming Che Hu
, Quang Thai Truong
*
Corresponding author for this work
Department of Information Management and Finance
Research output
:
Contribution to journal
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Article
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peer-review
8
Scopus citations
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Keyphrases
Stock Returns
100%
Return on Stock
100%
Asymmetrical Impact
100%
Overnight Returns
100%
Future Stock Returns
83%
Past Returns
50%
Momentum Effect
50%
Significant Relationship
16%
Nonlinear Relationship
16%
Two-variable
16%
High Variability
16%
Low Variation
16%
Paper Documents
16%
Sample Sort
16%
Sorting Criteria
16%
Formation Period
16%
Return Performance
16%
Momentum Trading Strategy
16%
Return Stability
16%
Return Reversal
16%
Economics, Econometrics and Finance
Capital Market Returns
100%