The Timing of Opening Trades and Pricing Errors

Material TypeArticleLanguageEnglish
TitleThe Timing of Opening Trades and Pricing Errors Author(S)Sukwon Thomas Kim (Author)
Abstract  After demonstrating that a zero investment trading strategy that buys stocks with overnight returns below the market average and sells stocks with overnight returns above the market average earns more than 1% monthly profit, I demonstrate that this profit is greater for stocks that start trading more quickly than for other stocks. ...Paginationp 503-516
SubjectManagementDescriptorsFinance
Journal TitleFinancial management  
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