The SP500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume

Konstantina Kappou; Chris Brooks; Charles Ward

doi:10.1016/j.jbankfin.2009.07.008

The SP500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume

Konstantina Kappou, Chris Brooks, Charles Ward

School of Accounting and Finance - Business School

Research output: Contribution to journal › Article (Academic Journal) › peer-review

32 Citations (Scopus)

Original language	English
Pages (from-to)	116-126
Number of pages	11
Journal	Journal of Banking and Finance
Volume	34
Issue number	1
DOIs	https://doi.org/10.1016/j.jbankfin.2009.07.008
Publication status	Published - 7 Jan 2010

Bibliographical note

Index effect; SP500; Market efficiency; Price pressure

Access to Document

10.1016/j.jbankfin.2009.07.008

https://centaur.reading.ac.uk/18666/

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Cite this

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title = "The SP500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume",

author = "Konstantina Kappou and Chris Brooks and Charles Ward",

note = "Index effect; SP500; Market efficiency; Price pressure",

year = "2010",

month = jan,

day = "7",

doi = "10.1016/j.jbankfin.2009.07.008",

language = "English",

volume = "34",

pages = "116--126",

journal = "Journal of Banking and Finance",

issn = "1872-6372",

publisher = "Elsevier",

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T1 - The SP500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume

AU - Kappou, Konstantina

AU - Brooks, Chris

AU - Ward, Charles

N1 - Index effect; SP500; Market efficiency; Price pressure

PY - 2010/1/7

Y1 - 2010/1/7

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DO - 10.1016/j.jbankfin.2009.07.008

M3 - Article (Academic Journal)

SN - 1872-6372

VL - 34

SP - 116

EP - 126

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

IS - 1

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