Nina Boyarchenko; Lars Christian Larsen; Paul Whelan / The Overnight Drift In: Review of Financial Studies, Vol. 36, No. 9, 9.2023, p. 3502-3547
Journal article > peer review
2020
Nina Boyarchenko; Lars C. Larsen; Paul Whelan / The Overnight Drift New York : Federal Reserve Bank of New York 2020, 62 p. (Federal Reserve Bank of New York Staff Reports, No. 917)
Working paper
Nina Boyarchenko; Lars C. Larsen; Paul Whelan / The Overnight Drift London : Centre for Economic Policy Research 2020, 62 p. (Centre for Economic Policy Research. Discussion Papers, No. DP14462)
Working paper
Nina Boyarchenko; Lars C. Larsen; Paul Whelan / The Overnight Drift Paper presented at The 47th European Finance Association Annual Meeting. EFA 2020, 2020