  We point out a stunning time asymmetry in the short time cross correlations
between intra-day and overnight volatilities (absolute values of log-returns of
stock prices). While overnight volatility is significantly (and positively)
correlated with the intra-day volatility during the \textit{following} day
(allowing thus non-trivial predictions), it is much less correlated with the
intra-day volatility during the \textit{preceding} day. While the effect is not
unexpected in view of previous observations, its robustness and extreme
simplicity are remarkable.
