A Detailed Look at the "Night Effect" with Bruce Lavine Excess Returns

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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