Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open.

Autor: Berkman, Henk1, Koch, Paul D.2, Tuttle, Laura3, Zhang, Ying Jenny4
Zdroj: Journal of Financial & Quantitative Analysis. Aug2012, Vol. 47 Issue 4, p715-741. 27p.
Databáze: Business Source Ultimate