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Threshold overnight comovement analysis of intraday and overnight returns.

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Title: Threshold overnight comovement analysis of intraday and overnight returns.
Authors: Jung, Jiwon1 (AUTHOR) jung320@purdue.edu, Lee, Kiseop1 (AUTHOR), Leung, Tim2 (AUTHOR)
Source: Investment Analysts Journal. Jun2026, Vol. 55 Issue 2, p109-129. 21p.
Database: Business Source Ultimate
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An: 194058646
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Threshold overnight comovement analysis of intraday and overnight returns.
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  Data: <searchLink fieldCode="AR" term="%22Jung%2C+Jiwon%22">Jung, Jiwon</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> jung320@purdue.edu</i><br /><searchLink fieldCode="AR" term="%22Lee%2C+Kiseop%22">Lee, Kiseop</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Leung%2C+Tim%22">Leung, Tim</searchLink><relatesTo>2</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Investment+Analysts+Journal%22">Investment Analysts Journal</searchLink>. Jun2026, Vol. 55 Issue 2, p109-129. 21p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=194058646
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1080/10293523.2025.2503100
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      – Code: eng
        Text: English
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        PageCount: 21
        StartPage: 109
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      – TitleFull: Threshold overnight comovement analysis of intraday and overnight returns.
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            NameFull: Jung, Jiwon
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            NameFull: Lee, Kiseop
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            NameFull: Leung, Tim
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            – D: 01
              M: 06
              Text: Jun2026
              Type: published
              Y: 2026
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            – TitleFull: Investment Analysts Journal
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