After-hours trading in equity futures ma
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Mardi Dungey; Luba Fakhrutdinova; Charles Goodhart
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Article
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2009
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John Wiley and Sons
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English
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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 outโofโhours trading has not previously been explored. The behavior of the 24โhour trade in the S&P 500 and NASDAQ 100 futures market r