برچسب: Trading Behavior
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Chan, Chockalingam And Lai-Overnight Information And Intraday Trading Behavior – Evidence From Nyse Cross
In this paper we study how overnight price movements in local markets affect the trading activity of foreign stocks on the NYSE. We find that local price movements affect not only the opening returns of foreign stocks, but also their returns in the first 30-min interval. The magnitude of local price movements is positively related […]