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

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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

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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
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