Finding 7873Emerging EvidenceValidation V0
Surprisingly, retail trading and news events play minor roles, while trading frictions like illiquidity and short-selling costs dont fully explain the puzzle; algorithmic tradings impact remains an open question for future research.
82%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting82% linkage confidence
Surprisingly, retail trading and news events play minor roles, while trading frictions like illiquidity and short-selling costs dont fully explain the puzzle; algorithmic tradings impact remains an open question for future research.
key_findings bullet 3 · key_findings
Inspect source: The Intra-Day Stock Return Periodicity Puzzle →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.