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The effect of nighttime-trading of futures markets on information flows: Evidence from China

Author

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  • Hung-Gay Fung
  • Liuqing Mai
  • Lin Zhao

Abstract

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Suggested Citation

  • Hung-Gay Fung & Liuqing Mai & Lin Zhao, 2016. "The effect of nighttime-trading of futures markets on information flows: Evidence from China," China Finance and Economic Review, De Gruyter, vol. 5(1), pages 42-56.
    • Handle: RePEc:bpj:cferev:v:5:y:2016:i:1:p:42-56:n:1005
    DOI: 10.1515/cfer-2016-050105
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    Cited by:

    1. Klein, Tony & Todorova, Neda, 2019. "Night Trading with Futures in China: The Case of Aluminum and Copper," QBS Working Paper Series 2019/06, Queen's University Belfast, Queen's Business School.
    2. Klein, Tony & Todorova, Neda, 2021. "Night trading with futures in China: The case of Aluminum and Copper," Resources Policy, Elsevier, vol. 73(C).
    3. Weiyi Xia & Tao Xiong & Miao Li, 2024. "Can night trading reduce price volatility? Evidence from China's corn and corn starch futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 585-604, April.
    4. Ma, Gaoping & Bouri, Elie & Xu, Yahua & Zhou, Z. Ivy, 2025. "The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets," Global Finance Journal, Elsevier, vol. 64(C).

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