New Avenues in Expected Returns: Investor Overreaction and Overnight Price Jumps in US Stock Markets

Research output: Working paper › Academic

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Original language	English
Place of Publication	Groningen
Publisher	University of Groningen, FEB Research Institute
Number of pages	55
Volume	2023002-EEF
Publication status	Published - 2023

Name	FEBRI Research Reports
Publisher	University of Groningen, FEB Research Institute
Volume	2023002-EEF

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title = "New Avenues in Expected Returns: Investor Overreaction and Overnight Price Jumps in US Stock Markets",

author = "Hulusi Bahcivan and Halit Gonenc and Lammertjan Dam",

year = "2023",

language = "English",

volume = "2023002-EEF",

series = "FEBRI Research Reports",

publisher = "University of Groningen, FEB Research Institute",

type = "WorkingPaper",

institution = "University of Groningen, FEB Research Institute",

}

TY - UNPB

T1 - New Avenues in Expected Returns

T2 - Investor Overreaction and Overnight Price Jumps in US Stock Markets

AU - Bahcivan, Hulusi

AU - Gonenc, Halit

AU - Dam, Lammertjan

PY - 2023

Y1 - 2023

M3 - Working paper

VL - 2023002-EEF

T3 - FEBRI Research Reports

BT - New Avenues in Expected Returns

PB - University of Groningen, FEB Research Institute

CY - Groningen

ER -