A Comparative Analysis of Overnight vs. Daytime Static and Momentum Strategies Across Sector ETFs
This study examines overnight vs. daytime static and momentum strategies applied to ten sector Exchange-traded funds (ETFs) over a 27-year period from 1999 to 2025. Our findings reveal that several such strategies, particularly reversal strategies, consistently outperform static and buy-and-hold str...
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| Autors principals: | , , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2026-04-01
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| Col·lecció: | Risks |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2227-9091/14/4/84 |
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