Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches
Joao Dionisio Monteiro, Ernesto Raul Ferreira
Finance A Uver, vol. 69, 2019, p. 384-414.

Is There Seasonality in Traded and Non-traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
Joao Dionisio Monteiro, José Luis Miralles Quirós, Jose P. Manso
Finance A Uver, vol. 68, 2018, p. 71-98.