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When gains are made: Overnight or during trading hours? What is the connection to volatility?
Falkenblog reports an interesting finding: All of the stock returns since 1993 are from overnight returns and cross-sectionally, volatility receives a positive overnight risk premium, a negative ...
Nov 20 '12 at 7:17
newest risk-premium returns questions feed
Please welcome jmac, Community Manager of the Rising Sun
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