The S&P500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume

Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C. (2010) The S&P500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume. Journal of Banking & Finance, 34 (1). pp. 116-126. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2009.07.008

Additional Information	Index effect; S&P500; Market efficiency; Price pressure
Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/18666
Identification Number/DOI	10.1016/j.jbankfin.2009.07.008
Refereed	Yes
Divisions	Henley Business School > Finance and Accounting
Additional Information	Index effect; S&P500; Market efficiency; Price pressure
Publisher	Elsevier
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