Lu, Malliaris & Qin (2023) — The difference between overnight and intraday returns and stock return predictability

占位 entity — 全文/页面尚未收录；本 stub 是 Cross-Session Momentum 引用的 "overnight-intraday 价差预测未来收益"文献。

完整 reference: Lu, Z., Malliaris, A. G., & Qin, M. (2023). The difference between overnight and intraday returns and stock return predictability. Journal of Financial Economics. (As cited.)

核心命题: overnight-minus-intraday 价差本身是个未来收益预测因子 — 是 Lou-Polk-Skouras (2019 tug-of-war 框架在预测 问题上的延伸；与 Cross-Session Momentum 同源：把 session 级收益差作为可交易信号。

待收录时补充: 实证细节、样本期、跨市场稳健性。