Can the tug of war between heterogeneous investors predict stock returns? The anomaly of “positive overnight returns followed by negative daytime reversals” in Chinese A-share market

YIN Libo, MA Xiao

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (9) : 2239-2255.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (9) : 2239-2255. DOI: 10.12011/SETP2020-1958

Can the tug of war between heterogeneous investors predict stock returns? The anomaly of “positive overnight returns followed by negative daytime reversals” in Chinese A-share market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(9): 2239-2255 https://doi.org/10.12011/SETP2020-1958

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