Does Overnight News Explain Overnight Returns?

Fuente: arXiv

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!

Similar Items