IDEAS home Printed from https://ideas.repec.org/a/taf/apeclt/v21y2014i18p1269-1272.html
   My bibliography  Save this article

Overnight gold returns

Author

Listed:
  • L. E. Blose
  • V. Gondhalekar

Abstract

Overnight returns on the COMEX gold front month contract are significantly positive, whereas day returns are significantly negative (1985 through 2012). Similarly, overnight returns on the SPDR Gold Shares exchange traded fund are significantly greater than day returns. The asymmetry has weakened substantially over the years, but it is still present.

Suggested Citation

  • L. E. Blose & V. Gondhalekar, 2014. "Overnight gold returns," Applied Economics Letters, Taylor & Francis Journals, vol. 21(18), pages 1269-1272, December.
    • Handle: RePEc:taf:apeclt:v:21:y:2014:i:18:p:1269-1272
    DOI: 10.1080/13504851.2014.922661
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/13504851.2014.922661
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/13504851.2014.922661?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
    2. Laurence E. Blose & Vijay Gondhalekar & Alan Kort, 2018. "Overnight versus day returns in gold and gold related assets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(3), pages 526-549, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:21:y:2014:i:18:p:1269-1272. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEL20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.