Andrew Gelman personal blog

They say that stocks go down during the day and up at night

Prompted by your blog post this morning, I attach a plot from Figure 3 of They Still Haven’t Told You showing overnight and intraday returns to AIG (with logarithmic vertical scale, updated with data through the end of October).
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Math & AlgorithmsDatabases & Data2023

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Feb 7, 2023They say that stocks go down during the day and up at night by kuhewa197146

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