Overnight Returns of Stock Indexes: Evidence from ETFs and Futures

Qingfu Liu; Yiuman Tse

doi:10.1016/j.iref.2017.01.005

Overnight Returns of Stock Indexes: Evidence from ETFs and Futures

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	International Review of Economics & Finance
Volume	48
DOIs	https://doi.org/10.1016/j.iref.2017.01.005
State	Published - Jan 3 2017

Disciplines

Economics
Finance

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title = "Overnight Returns of Stock Indexes: Evidence from ETFs and Futures",

author = "Qingfu Liu and Yiuman Tse",

note = "During the period 1999-2014, overnight returns of US exchange-traded index funds and most international index futures are significantly positive, whil...",

year = "2017",

month = jan,

day = "3",

doi = "10.1016/j.iref.2017.01.005",

language = "American English",

volume = "48",

journal = "International Review of Economics & Finance",

}

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T1 - Overnight Returns of Stock Indexes: Evidence from ETFs and Futures

AU - Liu, Qingfu

AU - Tse, Yiuman

N1 - During the period 1999-2014, overnight returns of US exchange-traded index funds and most international index futures are significantly positive, whil...

PY - 2017/1/3

Y1 - 2017/1/3

UR - https://www.sciencedirect.com/science/article/pii/S1059056016301563

U2 - 10.1016/j.iref.2017.01.005

DO - 10.1016/j.iref.2017.01.005

M3 - Article

VL - 48

JO - International Review of Economics & Finance

JF - International Review of Economics & Finance

ER -

Overnight Returns of Stock Indexes: Evidence from ETFs and Futures

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