Open AccessPaying Attention: Overnight Returns and the Hidden Cost of Buying at the Open
Author(s) -
Henk Berkman,
Paul D. Koch,
Laura A. Tuttle,
Ying Jenny Zhang
Publication year - 2012
Publication title -
journal of financial and quantitative analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.657
H-Index - 121
eISSN - 1756-6916
pISSN - 0022-1090
DOI - 10.1017/s0022109012000270
Subject(s) - arbitrage , monetary economics , transaction cost , business , value (mathematics) , relative value , database transaction , economics , financial economics , commerce , finance , mathematics , computer science , programming language , statistics
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