Night trading and market quality: Evidence from Chinese and US precious metal futures markets

Ying Jiang; Neil Kellard; Xiaoquan Liu

doi:10.1002/fut.22147

Night trading and market quality: Evidence from Chinese and US precious metal futures markets

Journal of Futures Markets ◽

10.1002/fut.22147 ◽

2020 ◽

Vol 40 (10) ◽

pp. 1486-1507

Author(s):

Ying Jiang ◽

Neil Kellard ◽

Xiaoquan Liu

Keyword(s):

Precious Metal ◽

Futures Markets ◽

Market Quality ◽

Quality Evidence

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Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

SSRN Electronic Journal ◽

10.2139/ssrn.2806917 ◽

2015 ◽

Author(s):

Qian Han ◽

Jufang Liang

Keyword(s):

Stock Market ◽

Spot Market ◽

Market Quality ◽

Chinese Stock Market ◽

Futures Trading ◽

Stock Market Crash ◽

Index Futures ◽

Trading Restrictions ◽

Quality Evidence

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Securities Transaction Taxes and Market Quality of Equity and Futures Markets: Issues and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.3191325 ◽

2018 ◽

Author(s):

George H. K. Wang

Keyword(s):

Futures Markets ◽

Market Quality ◽

Transaction Taxes

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Pre-Opening Price Indications and Market Quality: Evidence from NYSE Rule 48

SSRN Electronic Journal ◽

10.2139/ssrn.3378155 ◽

2019 ◽

Author(s):

Kee H. Chung ◽

Chairat Chuwonganant ◽

Youngsoo Kim

Keyword(s):

Market Quality ◽

Quality Evidence

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Short sales restrictions and market quality: Evidence from Korea

Journal of Behavioral and Experimental Finance ◽

10.1016/j.jbef.2021.100504 ◽

2021 ◽

pp. 100504

Author(s):

Yunsung Eom ◽

Jaehoon Hahn ◽

Wook Sohn

Keyword(s):

Market Quality ◽

Short Sales ◽

Quality Evidence

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The Effect of Automated Trading on Market Quality: Evidence from the New York Stock Exchange

Lecture Notes in Business Information Processing - Enterprise Applications and Services in the Finance Industry ◽

10.1007/978-3-642-01197-9_2 ◽

2009 ◽

pp. 11-30

Author(s):

Andreas Storkenmaier ◽

Ryan Riordan

Keyword(s):

New York ◽

Stock Exchange ◽

Market Quality ◽

New York Stock Exchange ◽

York Stock Exchange ◽

Quality Evidence

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Analysis of the Tick Size and the Impact of Varying Dollar Ticks on Market Quality – Evidence from the Sydney Futures Exchange

Australasian Accounting Business and Finance Journal ◽

10.14453/aabfj.v1i4.2 ◽

2007 ◽

Vol 1 (4) ◽

pp. 16-39

Author(s):

Andrew Tan ◽

Alex Frino

Keyword(s):

Market Quality ◽

Tick Size ◽

The Impact ◽

Quality Evidence

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STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM

The Journal of Financial Research ◽

10.1111/jfir.12210 ◽

2020 ◽

Vol 43 (2) ◽

pp. 373-406

Author(s):

Ke Xu ◽

Xinwei Zheng ◽

Deng Pan ◽

Li Xing ◽

Xuekui Zhang

Keyword(s):

Hong Kong ◽

Stock Market ◽

Market Quality ◽

Quality Evidence

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The market quality of commodity futures markets

Journal of Futures Markets ◽

10.1002/fut.22115 ◽

2020 ◽

Vol 40 (11) ◽

pp. 1751-1766

Author(s):

Qingfu Liu ◽

Qian Luo ◽

Yiuman Tse ◽

Yuchi Xie

Keyword(s):

Futures Markets ◽

Commodity Futures ◽

Market Quality ◽

Commodity Futures Markets

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Transparency and market quality: Evidence from SuperMontage

Journal of Financial Intermediation ◽

10.1016/j.jfi.2008.01.002 ◽

2009 ◽

Vol 18 (1) ◽

pp. 93-111 ◽

Cited By ~ 27

Author(s):

Kee H. Chung ◽

Chairat Chuwonganant

Keyword(s):

Market Quality ◽

Quality Evidence

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Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

Energy Economics ◽

10.1016/j.eneco.2016.12.011 ◽

2017 ◽

Vol 62 ◽

pp. 19-32 ◽

Cited By ~ 107

Author(s):

Sang Hoon Kang ◽

Ron McIver ◽

Seong-Min Yoon

Keyword(s):

Crude Oil ◽

Precious Metal ◽

Futures Markets ◽

Spillover Effects ◽

Commodity Futures ◽

Agricultural Commodity ◽

Commodity Futures Markets

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