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The information content of end-of-the-day index futures returns: International evidence from the Osaka Nikkei 225 futures contract

✍ Scribed by Takato Hiraki; Edwin D. Maberly; Nobuya Takezawa

Book ID
116134881
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
894 KB
Volume
19
Category
Article
ISSN
0378-4266

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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