Skip navigation
Skip navigation

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


File Description SizeFormat Image
01_Dungey_After_Hours_Trading_in_Equity_2009.pdf149.71 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator