Accessibility navigation


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

Kappou, K., Brooks, C. 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

[img]
Preview
Text - Accepted Version
· Please see our End User Agreement before downloading.

302kB

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

To link to this item DOI: 10.1016/j.jbankfin.2009.07.008


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:18666
Additional Information:Index effect; S&P500; Market efficiency; Price pressure
Publisher:Elsevier

Downloads

Downloads per month over past year

University Staff: Request a correction | Centaur Editors: Update this record

Page navigation