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The cross-section of intraday and overnight returns
Bogousslavsky, Vincent - In: Journal of financial economics 141 (2021) 1, pp. 172-194
Persistent link: https://www.econbiz.de/10012872619
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Slow-moving capital and execution costs : evidence from a major trading glitch
Bogousslavsky, Vincent; Collin-Dufresne, Pierre; … - In: Journal of financial economics 139 (2021) 3, pp. 922-949
Persistent link: https://www.econbiz.de/10012693851
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Why do option returns change sign from day to night?
Muravyev, Dmitriy; Ni, Xuechuan Charles - In: Journal of financial economics 136 (2020) 1, pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
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Is there price discovery in equity options?
Muravyev, Dmitriy; Pearson, Neil D.; Broussard, John Paul - In: Journal of financial economics 107 (2013) 2, pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
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Is there price discovery in equity options?
Muravyev, Dmitriy; Pearson, Neil D.; Paul Broussard, John - In: Journal of financial economics 107 (2013) 2, pp. 259-283
Persistent link: https://www.econbiz.de/10010071651