id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fbem-18287	Li, Huiqiang	Can Intraday Return Reversals Predict Future Stock Returns?	2024	8	.pdf	application/pdf	6015	255	53	Recently, based on the study of the long-short competition in the American stock market, it is found that the overnight return daytime reversal frequency has the ability to predict stock returns in a cross-section, and then a new asset pricing anomaly in the American stock market is discovered [1] [2]. Further, the regression coefficient of the FMI factor, FMI factor and Fama-French three factors of individual stock excess return is obtained, which is the FMI factor load.	cache/fbem-18287.pdf	txt/fbem-18287.txt