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We point out a stunning time asymmetry in the short time cross correlationsbetween intra-day and overnight volatilities (absolute values of log-returns ofstock prices). While overnight volatility is significantly (and positively)correlated with the intra-day volatility during the \textit{following} day(allowing thus non-trivial predictions), it is much less correlated with theintra-day volatility during the \textit{preceding} day. While the effect is notunexpected in view of previous observations, its robustness and extremesimplicity are remarkable.

Asymmetry of cross correlations between intra-day and overnight volatilities