The impact of lunchtime closure on market behaviour: evidence from the Sydney Futures Exchange

This paper examines the impact of lunchtime closure on market behaviour. Between May and September, 1994 the Sydney Futures Exchange trialed lunchtime trading. The trial provides a unique natural laboratory experiment for examining the impact of lunchtime closure. The analysis reported in this paper...

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Veröffentlicht in:	Accounting and finance (Parkville) 2001-07, Vol.41 (1-2), p.25-40
Hauptverfasser:	Frino, Alex, Winn, Roland
Format:	Artikel
Sprache:	eng
Schlagworte:	Futures exchanges Futures market Futures trading Market closure Market quality Statistical analysis Studies Sydney Futures Exchange
Online-Zugang:	Volltext
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