Lee, Hsiu-Chuan; Chien, Cheng-Yi; Chen, Hsiang-Lan; … - In: Review of Pacific Basin Financial Markets and Policies … 12 (2009) 03, pp. 403-416
This paper examines how the introduction of the extended opening session of the futures market affects stock price behavior around the market opening. On January 1, 2001, the Taiwan Futures Exchange (TAIFEX) extended the trading hours by opening earlier 15 minutes than the Taiwan Stock Exchange...
