Asymmetrical impacts from overnight returns on stock returns

Keyphrases

• Asymmetrical Impact 100%
• Formation Period 16%
• Future Stock Returns 83%
• High Variability 16%
• Low Variation 16%
• Momentum Effect 50%
• Momentum Trading Strategy 16%
• Nonlinear Relationship 16%
• Overnight Returns 100%
• Paper Documents 16%
• Past Returns 50%
• Return on Stock 100%
• Return Performance 16%
• Return Reversal 16%
• Return Stability 16%
• Sample Sort 16%
• Significant Relationship 16%
• Sorting Criteria 16%
• Stock Returns 100%
• Two-variable 16%

Economics, Econometrics and Finance

• Capital Market Returns 100%