"Overnight Returns of Stock Indexes: Evidence from ETFs and Futures" by Qingfu Liu

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Overnight Returns of Stock Indexes: Evidence from ETFs and Futures

International Review of Economics & Finance (2017)

Qingfu Liu, Fudan University
Yiuman Tse, University of Missouri–St. Louis

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Disciplines

Economics and
Finance

Publication Date

January 3, 2017

DOI

10.1016/j.iref.2017.01.005

Citation Information

Qingfu Liu and Yiuman Tse. "Overnight Returns of Stock Indexes: Evidence from ETFs and Futures" International Review of Economics & Finance Vol. 48 (2017) p. 440 - 451
Available at: http://works.bepress.com/yiuman-tse/2/