The Overnight Return Temporal Market Anomaly
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Cited by:
- Vasiliki A. Basdekidou, 2017. "The Leveraged ETF Inefficiency in Trending & Range-Bound Markets: An Application Case Study for a 3x Leveraged Gold Miners ETF," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(7), pages 1-13, July.
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More about this item
Keywords
market anomalies; liquidity; market timing; temporal (timing) trading functionalities (TTF); temporal market anomalies; intraday vs. overnight returns;All these keywords.
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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