2 papers
q-fin.TR2025
Does Overnight News Explain Overnight Returns?
Paul Glasserman, Kriste Krstovski, Paul Laliberte +1
Over the past 30 years, nearly all the gains in the U.S. stock market have been earned overnight, while average intraday returns have been negative or flat. We find that a large pa…
cs.LG2024
Sequential choice in ordered bundles
Rajeev Kohli, Kriste Krstovski, Hengyu Kuang +1
Experience goods such as sporting and artistic events, songs, videos, news stories, podcasts, and television series, are often packaged and consumed in bundles. Many such bundles a…