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After Hours Trading in Equity Futures Markets

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Date

2009

Authors

Dungey, Mardi
Fakhrutdinova, Luba
Goodhart, Charles

Journal Title

Journal ISSN

Volume Title

Publisher

John Wiley & Sons Inc

Abstract

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

Description

Keywords

Citation

URI

http://hdl.handle.net/1885/55258

Collections

ANU Research Publications

Source

Journal of Futures Markets

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

10.1002/fut.20354

Restricted until

2037-12-31

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01_Dungey_After_Hours_Trading_in_Equity_2009.pdf (149.71 KB)

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