Momentum, information intensity of intraday and overnight returns, and gradual information diffusion

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Journal Title

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Volume Title

School of Business | Master's thesis

Date

2022

Major/Subject

Mcode

Degree programme

Finance

Language

en

Pages

73+4

Series

Description

Thesis advisor

Joenväärä, Juha

Keywords

momentum, intraday returns, overnight returns, investor clienteles, information diffusion

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