Investor clientele and intraday patterns in the cross section of stock returns
(2024)
Journal Article
Chen, J., Haboub, A., Khan, A., & Mahmud, S. (2024). Investor clientele and intraday patterns in the cross section of stock returns. Review of Quantitative Finance and Accounting, https://doi.org/10.1007/s11156-024-01319-8
This paper examines the existence of a well documented (Heston et al. in J Finance 65:1369–1407) (hereafter HKS 2010) intraday momentum pattern in the cross section of stock returns for three previously un-examined markets outside the US—UK, China an... Read More about Investor clientele and intraday patterns in the cross section of stock returns.