Marie-Eve Lachance

San Diego State University - Finance Department

Assistant Professor

5500 Campanile Drive

San Diego, CA 92182-8236

United States

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Scholarly Papers (1)

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Night Trading: Lower Risk But Higher Returns?

Number of pages: 51 Posted: 22 Jul 2015
Marie-Eve Lachance
San Diego State University - Finance Department
Downloads 2,587 (5,931)
Citation 5

Abstract:

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Overnight returns, short-term return anomalies, transaction costs, portfolio strategies