Does Overnight News Explain Overnight Returns?

Fuente: arXiv

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Bibliographic Details
Main Authors:	Glasserman, Paul, Krstovski, Kriste, Laliberte, Paul, Mamaysky, Harry
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Computation and Language Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.04481