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After Hours Trading in Equity Futures Markets

Dungey, Mardi; Fakhrutdinova, Luba; Goodhart, Charles


Although it is well known that electronic futures data absorb news (slightly) in advance of spot markets the role of the electronic futures movement in out-ofhours trading has not previously been explored. The behavior of the 24-hour trade in the S&P 500

CollectionsANU Research Publications
Date published: 2009
Type: Journal article
Source: Journal of Futures Markets
DOI: 10.1002/fut.20354


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