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Home > Excess Returns > The (Risk-Adjusted) Returns Come Out at Night with Bruce Lavine
Podcast: Excess Returns
Episode:

The (Risk-Adjusted) Returns Come Out at Night with Bruce Lavine

Category: Business
Duration: 00:33:14
Publish Date: 2023-03-09 10:00:51
Description:

You might think that the return profile of the market looks similar during the day and overnight. But research has shown that isn't the case. In this episode, we discuss the "Night Effect" with NightShares founder Bruce Lavine. We discuss what the "Night Effect' is, what causes it, how it stands up to the tests of a strong investing factor and a lot more.  

We hope you enjoy the discussion.

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