On the public citation graph

Is 24/7 Trading Better?

https://doi.org/10.2139/ssrn.4942934
0 signed · 55 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0165-1889(92)90045-gopenalex-snapshot
Periodic market closure and trading volume
inferredcites →https://doi.org/10.1016/0304-405x(86)90004-8openalex-snapshot
Stock return variances
inferredcites →https://doi.org/10.1016/0304-405x(86)90044-9openalex-snapshot
A transaction data study of weekly and intradaily patterns in stock returns
inferredcites →https://doi.org/10.1016/0378-4266(89)90037-xopenalex-snapshot
Stock market anomalies
inferredcites →https://doi.org/10.1016/0378-4266(95)00041-0openalex-snapshot
Information, trading and stock returns: Lessons from dually-listed securities
inferredcites →https://doi.org/10.1016/j.finmar.2023.100852openalex-snapshot
Who trades at the close? Implications for price discovery and liquidity
inferredcites →https://doi.org/10.1016/j.jet.2015.04.009openalex-snapshot
Government interventions in a dynamic market with adverse selection
inferredcites →https://doi.org/10.1016/j.jet.2016.11.001openalex-snapshot
Bilateral Trading in Divisible Double Auctions
inferredcites →https://doi.org/10.1016/j.jfineco.2019.03.011openalex-snapshot
A tug of war: Overnight versus intraday expected returns
inferredcites →https://doi.org/10.1016/j.jfineco.2020.06.006openalex-snapshot
Asset Pricing: A Tale of Night and Day
inferredcites →https://doi.org/10.1016/j.jfineco.2020.07.020openalex-snapshot
The cross-section of intraday and overnight returns
inferredcites →https://doi.org/10.1016/j.jfineco.2021.12.003openalex-snapshot
Closing auctions: Nasdaq versus NYSE
inferredcites →https://doi.org/10.1016/j.jfineco.2023.03.002openalex-snapshot
Heterogeneous liquidity providers and night-minus-day return predictability
inferredcites →https://doi.org/10.1016/j.red.2019.03.002openalex-snapshot
Costs and benefits of dynamic trading in a lemons market
inferredcites →https://doi.org/10.1016/s0927-5398(97)00004-2openalex-snapshot
Intraday periodicity and volatility persistence in financial markets
inferredcites →https://doi.org/10.1057/jam.2011.2openalex-snapshot
Returns in trading versus non-trading hours: The difference is day and night
inferredcites →https://doi.org/10.1086/294743openalex-snapshot
The Behavior of Stock-Market Prices
inferredcites →https://doi.org/10.1086/296547openalex-snapshot
Transactional Risk, Market Crashes, and the Role of Circuit Breakers
inferredcites →https://doi.org/10.1086/727284openalex-snapshot
A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?
inferredcites →https://doi.org/10.1093/qje/qjab032openalex-snapshot
Quantifying the High-Frequency Trading "Arms Race"
inferredcites →https://doi.org/10.1093/qje/qjv027openalex-snapshot
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
inferredcites →https://doi.org/10.1093/restud/rdaa064openalex-snapshot
Augmenting Markets with Mechanisms
inferredcites →https://doi.org/10.1093/restud/rdx006openalex-snapshot
What Is the Optimal Trading Frequency in Financial Markets?
inferredcites →https://doi.org/10.1093/rfs/1.1.3openalex-snapshot
A Theory of Intraday Patterns: Volume and Price Variability
inferredcites →https://doi.org/10.1093/rfs/2.2.189openalex-snapshot
Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean Effects
inferredcites →https://doi.org/10.1093/rfs/3.1.37openalex-snapshot
Stock Market Structure and Volatility
inferredcites →https://doi.org/10.1093/rfs/3.2.233openalex-snapshot
Private Information, Trading Volume, and Stock-Return Variances
inferredcites →https://doi.org/10.1093/rfs/3.4.593openalex-snapshot
A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets
inferredcites →https://doi.org/10.1093/rfs/5.3.473openalex-snapshot
Differences of Opinion Make a Horse Race
inferredcites →https://doi.org/10.1093/rfs/6.1.23openalex-snapshot
The Effect of Public Information and Competition on Trading Volume and Price Volatility
inferredcites →https://doi.org/10.1093/rfs/hhp005openalex-snapshot
Demand-Based Option Pricing
inferredcites →https://doi.org/10.1093/rfs/hhv027openalex-snapshot
Dynamic Thin Markets
inferredcites →https://doi.org/10.1093/rfs/hhw112openalex-snapshot
Size Discovery
inferredcites →https://doi.org/10.1111/0022-1082.00207openalex-snapshot
Trading and Returns under Periodic Market Closures
inferredcites →https://doi.org/10.1111/1467-937x.00086openalex-snapshot
Strategic Trading and Welfare in a Dynamic Market
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04567.xopenalex-snapshot
Trading Mechanisms and Stock Returns: An Empirical Investigation
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04643.xopenalex-snapshot
Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb02451.xopenalex-snapshot
A Theory of the Dynamics of Security Returns around Market Closures
inferredcites →https://doi.org/10.1111/jofi.13310openalex-snapshot
The Dark Side of Circuit Breakers
inferredcites →https://doi.org/10.1111/jofi.13401openalex-snapshot
Does Floor Trading Matter?
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101744openalex-snapshot
The Impacts of Automation and High Frequency Trading on Market Quality
inferredcites →https://doi.org/10.1257/aer.20140759openalex-snapshot
Decentralized Exchange
inferredcites →https://doi.org/10.1257/aer.20200829openalex-snapshot
Market Fragmentation
inferredcites →https://doi.org/10.1257/mic.20160010openalex-snapshot
Welfare Consequences of Information Aggregation and Optimal Market Size
inferredcites →https://doi.org/10.1287/mnsc.2023.00884openalex-snapshot
Vestigial Tails: Floor Brokers at the Close in Modern Electronic Markets
inferredcites →https://doi.org/10.2139/ssrn.1004081openalex-snapshot
Return Differences between Trading and Non-Trading Hours: Like Night and Day
inferredcites →https://doi.org/10.2139/ssrn.2882809openalex-snapshot
Dynamic Trading: Price Inertia and Front-Running
inferredcites →https://doi.org/10.2139/ssrn.4135741openalex-snapshot
Optimal Design of a Financial Exchange
inferredcites →https://doi.org/10.2139/ssrn.937997openalex-snapshot
The Overnight Return, One More Anomaly
inferredcites →https://doi.org/10.2307/2330746openalex-snapshot
A Day-End Transaction Price Anomaly
inferredcites →https://doi.org/10.2307/2331067openalex-snapshot
The Dependence between Hourly Prices and Trading Volume
inferredcites →https://doi.org/10.2308/tar-2023-0471openalex-snapshot
Market Access and Retail Investment Performance
inferredcites →https://doi.org/10.3386/w4743openalex-snapshot
Information, Trading and Stock Returns: Lessons from Dually-Listed Securities
inferredcites →https://doi.org/10.3982/ecta8126openalex-snapshot
Strategic Supply Function Competition With Private Information
inferredcites →https://doi.org/10.3982/ecta9573openalex-snapshot
Price Inference in Small Markets
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.