Department of Economics and Business Economics

Overnight stock returns and realized volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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Overnight stock returns and realized volatility. / Katja, Ahoniemi; Lanne, Markku.

In: International Journal of Forecasting, Vol. 29, No. 4, 2013, p. 592-604.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Katja, A & Lanne, M 2013, 'Overnight stock returns and realized volatility', International Journal of Forecasting, vol. 29, no. 4, pp. 592-604. https://doi.org/10.1016/j.ijforecast.2013.03.006

APA

Katja, A., & Lanne, M. (2013). Overnight stock returns and realized volatility. International Journal of Forecasting, 29(4), 592-604. https://doi.org/10.1016/j.ijforecast.2013.03.006

CBE

Katja A, Lanne M. 2013. Overnight stock returns and realized volatility. International Journal of Forecasting. 29(4):592-604. https://doi.org/10.1016/j.ijforecast.2013.03.006

MLA

Katja, Ahoniemi and Markku Lanne. "Overnight stock returns and realized volatility". International Journal of Forecasting. 2013, 29(4). 592-604. https://doi.org/10.1016/j.ijforecast.2013.03.006

Vancouver

Author

Katja, Ahoniemi ; Lanne, Markku. / Overnight stock returns and realized volatility. In: International Journal of Forecasting. 2013 ; Vol. 29, No. 4. pp. 592-604.

Bibtex

@article{511ac1a2e8dc4feca6b804f509ec30ad,
title = "Overnight stock returns and realized volatility",
author = "Ahoniemi Katja and Markku Lanne",
year = "2013",
doi = "10.1016/j.ijforecast.2013.03.006",
language = "English",
volume = "29",
pages = "592--604",
journal = "International Journal of Forecasting",
issn = "0169-2070",
publisher = "Elsevier BV",
number = "4",

}

RIS

TY - JOUR

T1 - Overnight stock returns and realized volatility

AU - Katja, Ahoniemi

AU - Lanne, Markku

PY - 2013

Y1 - 2013

U2 - 10.1016/j.ijforecast.2013.03.006

DO - 10.1016/j.ijforecast.2013.03.006

M3 - Journal article

VL - 29

SP - 592

EP - 604

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 4

ER -