RT Journal Article SR Electronic T1 Explaining intra–day and overnight price behavior JF The Journal of Portfolio Management FD Institutional Investor Journals SP 85 OP 86 DO 10.3905/jpm.1990.409256 VO 16 IS 2 A1 Yakov Amihud A1 Haim Mendelson YR 1990 UL https://pm-research.com/content/16/2/85.abstract AB