Price movements, information, and liquidity in the night trading market

Antoine Giannetti, Stephen J. Larson, Chun I. Lee, Jeff Madura

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)119-137
Number of pages19
JournalFinancial Review
Volume41
Issue number1
DOIs
StatePublished - Feb 2006

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Extreme price movements
  • G12
  • G14
  • Liquidity
  • Losers
  • Market efficiency
  • Night session
  • Night trading
  • Overreaction
  • Winners

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