๐”– Bobbio Scriptorium
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Price volatility, welfare, and trading hours in asset markets

โœ Scribed by R Todd Smith


Book ID
117528211
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
241 KB
Volume
25
Category
Article
ISSN
0378-4266

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## 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 outโ€ofโ€hours trading has not previously been explored. The behavior of the 24โ€hour trade in the S&P 500 and NASDAQ 100 futures market r