{"id":"W4414803394","doi":"10.1016/j.frl.2025.108638","title":"Intraday and overnight return anomalies: Evidence from 11.6 million price observations","year":2025,"lang":"en","type":"article","venue":"Finance research letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Trinity College","funders":"Narodowe Centrum Nauki","keywords":"Investment (military); Stock (firearms); Stock market; Investment strategy; Investment decisions; Efficient-market hypothesis; Investment performance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001127995,0.0001749735,0.0003291566,0.0003557854,0.0004040142,0.0002623987,0.0004046982,0.0001135807,0.0001028635],"category_scores_gemma":[0.000952261,0.0001907508,0.00006308499,0.0008896156,0.0003478999,0.0008197174,0.0001819234,0.0003716894,0.00007118243],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002122993,"about_ca_system_score_gemma":0.00008379081,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002435993,"about_ca_topic_score_gemma":0.0001788533,"domain_scores_codex":[0.9980998,0.00007690312,0.000491683,0.0006538678,0.0001242683,0.0005534681],"domain_scores_gemma":[0.9986662,0.0005615598,0.0001465058,0.0004940788,0.00007322735,0.00005840785],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00006935654,0.00007792009,0.3441627,0.0001457582,0.00004768711,0.00002427684,0.0007511478,0.00002425247,0.002972473,0.5182999,0.1318925,0.001531965],"study_design_scores_gemma":[0.0002562352,0.0000480002,0.7086695,0.0003424931,0.000002771981,4.661516e-7,0.00007393494,0.000822622,0.0003801071,0.03475425,0.2544373,0.0002123046],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9529222,0.009141804,0.001550423,0.0302497,0.0003709844,0.0003737804,0.0001393101,0.00003621001,0.005215643],"genre_scores_gemma":[0.9818353,0.009862125,0.002436046,0.002586551,0.0001807985,0.000135239,0.00002755378,0.00002157867,0.002914808],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4835457,"threshold_uncertainty_score":0.7778593,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1073958730411763,"score_gpt":0.2944081640805551,"score_spread":0.1870122910393788,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}