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Impact of trading hours extensions on foreign exchange volatility : intraday evidence from the Moscow exchange
Frömmel, Michael
;
Kadioglu, Eyup
- In:
Financial innovation : FIN
9
(
2023
)
1
,
pp. 1-23
increased volatility mostly at the opening is that the
trading
hours
extension
attracts informed traders rather than liquidity …
Persistent link: https://www.econbiz.de/10014364050
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