I did this all the time during my teen years. I remember staying up all night to finish chapters or the entire book of the Harry Potter series and A Series of Unfortunate Events. When I reached college, I took up Literature and by then, I was forced to stay up late to finish classics, modern and postmodern novels. But the engrossment and magic were not the same as when I was younger.My studies kept me up all night during school days. But I thinks you are not referring to that type of "Book".
Reading for pleasure is not I have ever done, I tried few novels, bet never was able to go beyond few pages. I guess I am just not that kind of person.