SSRNTrading, Microstructure & Execution
Retail Trading Intensity and the Overnight-Intraday Return Gap
The 'overnight-intraday return gap' in stock markets is largely due to retail investors' trading intensity, who tend to trade more actively in low per-share price and high volatility stocks.
Featured in No. 40 on 13 Mar 2024 · 22 days after release · 1 citation today
- Released
- 20 Feb 2024
- First featured
- No. 40 · 13 Mar 2024
- Citations (Semantic Scholar)
- 1
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- 0
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- 7
- Identifier
- SSRN 4752520
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