Overnight Return Momentum: Evidence from European Markets

Arik Ben Dor and Xiaming Zeng
The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.247; DOI: https://doi.org/10.3905/jpm.2021.1.247

Article Information

jpm.2021.1.247
DOI 
https://doi.org/10.3905/jpm.2021.1.247
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online May 8, 2021.

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© 2021 Pageant Media Ltd

Author Information

  1. Arik Ben Dor
    1. is a managing director and head of quantitative equity research at Barclays in New York, NY. (arik.bendor{at}barclays.com)
  2. Xiaming Zeng
    1. is a vice president in the Quantitative Portfolio Strategy Group at Barclays in London, UK. (xiaming.zeng{at}barclays.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Overnight Return Momentum: Evidence from European Markets
Arik Ben Dor, Xiaming Zeng
The Journal of Portfolio Management May 2021, jpm.2021.1.247; DOI: 10.3905/jpm.2021.1.247
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