Midrash for Chagigah 34:1
דכתיב (דברים טז, ז) ופנית בבקר והלכת לאהליך
As it is written, "And you shall turn in the morning and go to your tents [after having stayed the night] (Deuteronomy 16:7)."
Sifrei Devarim
"and you shall betake yourselves in the morning and go to your tents": We are hereby taught that they must sleep over (in Jerusalem).
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