Reversal of Monday returns: It is the afternoon that matters
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DOI: 10.1016/j.frl.2024.105525
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More about this item
Keywords
Asset Pricing; Investors disagreement; Return reversal; Return prediction;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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