Overnight trading and price discovery over the course of a trading day : evidence from stock index futures in Korea
Sang Lyong Joo (College of Business Management, Hong Ik University); Junghoon Seon (School of Business, Konkuk University); Ji Soo Lee (Department of Business Administration, Konkuk University)
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Joo, Sang Lyong ; Seon, Junghoon ; Lee, Ji Soo |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 45.2016, 3, p. 463-491
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| Subject: | Price discovery | Market efficiency | Stock index futures | After-hours trading | Asym-metric information | Index-Futures | Index futures | Börsenkurs | Share price | Südkorea | South Korea | Wertpapierhandel | Securities trading | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011550834