𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Day end returns—stock price manipulation

✍ Scribed by Karl Felixson; Anders Pelli

Book ID
114340120
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
224 KB
Volume
9
Category
Article
ISSN
1042-444X

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The informational role of end-of-the-day
The informational role of end-of-the-day returns in stock index futures
✍ Anthony F. Herbst; Edwin D. Maberly 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 439 KB

The S&P 500 futures price is referred to as the futures price. All prices are recorded at Eastern Standard Time. S&P's monthly "500 Information Bulletin" reports an opening price for the S&P 500 index. However, this price is the index price recorded one minute after the NYSE opens and contains many