The Journal of Investment Management • customerservice@joim.com • (925) 299-7800 • 3658 Mt. Diablo Blvd., Suite 200,
Lafayette, CA 94549 • Bridging the theory & practice of investment management
Night Moves: Is the Overnight Drift the Grandmother of all Market Anomalies?
Victor Haghani, Vladimir Ragulin and Richard Dewey