{"id":"https://openalex.org/W3085769775","doi":"https://doi.org/10.1016/j.najef.2020.101287","title":"Overnight stock returns, intraday returns, and firm-specific investor sentiment","display_name":"Overnight stock returns, intraday returns, and firm-specific investor sentiment","publication_year":2020,"publication_date":"2020-09-11","ids":{"openalex":"https://openalex.org/W3085769775","doi":"https://doi.org/10.1016/j.najef.2020.101287","mag":"3085769775"},"language":"en","primary_location":{"id":"doi:10.1016/j.najef.2020.101287","doi":"https://doi.org/10.1016/j.najef.2020.101287","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.najef.2020.101287","pdf_url":null,"source":{"id":"https://openalex.org/S155526628","display_name":"The North American Journal of Economics and Finance","issn_l":"1062-9408","issn":["1062-9408","1879-0860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The North American Journal of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5046569571","display_name":"Byungoh Kim","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I2250650973","display_name":"Samsung (South Korea)","ror":"https://ror.org/04w3jy968","country_code":"KR","type":"company","lineage":["https://openalex.org/I2250650973"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Byungoh Kim","raw_affiliation_strings":["Samsung Asset Management Co., Ltd, South Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Samsung Asset Management Co., Ltd, South Korea","institution_ids":["https://openalex.org/I2250650973"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5048184684","display_name":"Sangwon Suh","orcid":"https://orcid.org/0000-0003-1014-3075","observed_orcids":["https://orcid.org/0000-0003-1014-3075"]},"institutions":[{"id":"https://openalex.org/I67900169","display_name":"Chung-Ang University","ror":"https://ror.org/01r024a98","country_code":"KR","type":"education","lineage":["https://openalex.org/I67900169"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Sangwon Suh","raw_affiliation_strings":["School of Economics, Chung-Ang University, South Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Chung-Ang University, South Korea","institution_ids":["https://openalex.org/I67900169"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5048184684"],"corresponding_institution_ids":["https://openalex.org/I67900169"],"apc_list":{"value":1130,"currency":"USD","value_usd":1130},"apc_paid":null,"fwci":3.1317,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.92175721,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":87,"max":98},"biblio":{"volume":"55","issue":null,"first_page":"101287","last_page":"101287"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/investor-sentiment","display_name":"investor sentiment","score":0.8019999861717224},{"id":"https://openalex.org/keywords/intraday-returns","display_name":"intraday returns","score":0.8930000066757202},{"id":"https://openalex.org/keywords/momentum-investing","display_name":"momentum strategies","score":0.7799999713897705},{"id":"https://openalex.org/keywords/return-predictability","display_name":"return predictability","score":0.7559999823570251},{"id":"https://openalex.org/keywords/behavioral-finance","display_name":"behavioral finance","score":0.4309999942779541}],"concepts":[{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6409205198287964},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6277031898498535},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.5922364592552185},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.57784503698349},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4910721778869629},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.45564067363739014},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4515574872493744},{"id":"https://openalex.org/C2991665230","wikidata":"https://www.wikidata.org/wiki/Q2651003","display_name":"Excess return","level":3,"score":0.41257038712501526},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3549318313598633},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.17960655689239502},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.najef.2020.101287","doi":"https://doi.org/10.1016/j.najef.2020.101287","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.najef.2020.101287","pdf_url":null,"source":{"id":"https://openalex.org/S155526628","display_name":"The North American Journal of Economics and Finance","issn_l":"1062-9408","issn":["1062-9408","1879-0860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The North American Journal of Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301790","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1062940820301790","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W208911654","https://openalex.org/W1995834279","https://openalex.org/W2010891591","https://openalex.org/W2031550390","https://openalex.org/W2056162038","https://openalex.org/W2097152068","https://openalex.org/W2117178635","https://openalex.org/W2129862936","https://openalex.org/W2136120210","https://openalex.org/W2149771150","https://openalex.org/W2150503288","https://openalex.org/W2160885508","https://openalex.org/W2166215547","https://openalex.org/W2171468534","https://openalex.org/W2797315895","https://openalex.org/W2804772714","https://openalex.org/W2981567072","https://openalex.org/W3023906401","https://openalex.org/W3121136258","https://openalex.org/W3121467893","https://openalex.org/W3122183745","https://openalex.org/W3122224215","https://openalex.org/W3122776771","https://openalex.org/W3122843332","https://openalex.org/W3123640941","https://openalex.org/W3124273057","https://openalex.org/W3124532232","https://openalex.org/W4237239309","https://openalex.org/W4238541122"],"related_works":["https://openalex.org/W3124273057","https://openalex.org/W4283156189","https://openalex.org/W2981567072","https://openalex.org/W3178431300","https://openalex.org/W4213291846","https://openalex.org/W4404136338","https://openalex.org/W4313148035","https://openalex.org/W2955618909","https://openalex.org/W2997133028","https://openalex.org/W4409535110"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2020-09-21T00:00:00"}