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Original Articles

Overnight gold returns

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References

  • Berkman, H., Koch, P. D., Tuttle, L. et al. (2012) Paying attention: overnight returns and the hidden cost of buying at the open, Journal of Financial and Quantitative Analysis, 47, 715–41. doi:10.1017/S0022109012000270.
  • Branch, B. and Ma, A. (2012) Overnight return, the invisible hand behind intraday returns?, Journal of Applied Finance, 22, 90–100.
  • Branch, B., Ma, A. and Sawyer, J. (2010) Around-the-clock performance of closed-end funds, Financial Management, 39, 1177–96. doi:10.1111/j.1755-053X.2010.01108.x.

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