Threshold overnight comovement analysis of intraday and overnight returns.
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| Title: | Threshold overnight comovement analysis of intraday and overnight returns. |
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| 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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