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The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets

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  • Hertzel, Michael G.
  • Kendall, Coleman S.
  • Kretzmer, Peter E.

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  • Hertzel, Michael G. & Kendall, Coleman S. & Kretzmer, Peter E., 1990. "The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 9(3), pages 335-343, September.
    • Handle: RePEc:eee:jimfin:v:9:y:1990:i:3:p:335-343
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    Cited by:

    1. repec:dau:papers:123456789/878 is not listed on IDEAS
    2. Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1996. "Is There Private Information in the FX Market? The Tokyo Experiment," Working Papers _005, University of California at Berkeley, Haas School of Business.
    3. repec:bla:opecrv:v:32:y:2008:i:2:p:105-122 is not listed on IDEAS
    4. G. Mujtaba Mian & Christopher M. Adam, 2000. "Does More Market-Wide Information Originate While an Exchange is Open: Some Anomalous Evidence from the ASX," Australian Journal of Management, Australian School of Business, vol. 25(3), pages 339-352, December.

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