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The Overnight Drift In U S Equity Returns
from Liberty Street Economics this post authored by Nina Boyarchenko, Lars C. Larsen, and Paul Whelan
New york
United states
Nina boyarchenko
Larsc larsen
Paul whelan
York research
Statistics group
Federal reserve bank
Copenhagen business school
Liberty street
Staff report
First look
Overnight drift
Risk explanation
Large order imbalance
Phd fellow
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