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Quantitative Finance · Glosarium

Apa itu Overnight return, intraday return?

Dikenal juga sebagai: overnight return · intraday return

Definition 13.1 Strategies I: Equities and Futures · Bab 13 — Intraday Patterns

A security’s overnight return is its return from one day’s close to the next day’s open; its intraday return is the return from the open to the close. Their sum (in logs) is the close-to-close return.

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