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HARVARD Citation
Kang, J. et al. (2017). Asynchronous ADRs: overnight vs intraday returns and trading strategies. Studies in economics and finance. 34 (4), pp. 580-596. [Online].
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Kang, J. et al. (2017). Asynchronous ADRs: overnight vs intraday returns and trading strategies. Studies in economics and finance. 34 (4), pp. 580-596. [Online].