The Impact of Introducing Nighttime Trading Hours: Revisiting the Chinese Commodity Futures Market
Author:
Affiliation:
1. Department of Finance, Martha and Spencer Love School of Business, Elon University, Elon, North Carolina, USA
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/10971475.2020.1830227
Reference26 articles.
1. A Theory of Intraday Patterns: Volume and Price Variability
2. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
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4. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
5. A Model of Asset Trading Under the Assumption of Sequential Information Arrival
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