Title:

Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches

Authors:

Joao Dionisio Monteiro (NECE, U Beira Interior, U Beira Interior)
Ernesto Raul Ferreira (NECE, U Beira Interior, U Beira Interior)

Journal:

Finance A Uver

Year:

2019

Volume:

69

Number:

4

Pages:

384-414