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  1. An, Yahui [Author]; Huang, Lin [Author]; Li, Youwei [Author]

    The asymmetric overnight return anomaly in the Chinese stock market

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 11 vom: Nov., Artikel-ID 534, Seite 1-20

  2. Boyarchenko, Nina [Author]; Larsen, Lars C. [Author]; Whelan, Paul [Author]

    The overnight drift - [Revised September 2021]

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    New York, NY: Federal Reserve Bank of New York, [2021]

    Published in: Federal Reserve Bank of New York: Staff reports ; 917

  3. Dhaene, Geert [Author]; Wu, Jianbin [Author]

    Mixed-frequency multivariate GARCH

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    Leuven: KU Leuven, Center for Economic Studies, Faculty of Economics and Business, [2016]

    Published in: Katholieke Universiteit Leuven: Discussion paper series ; 2016,12