SSRNTrading, Microstructure & Execution
Extended Overlaps: Optimal Trading Hours in Europe
Optimal Trading Hours in Europe: The article reveals that extended trading hours between North America and Europe during Daylight Saving Time enhances market liquidity and price efficiency, contributing to the discussion on optimal trading hours in Europe.
Featured in No. 33 on 17 Jan 2024 · 5 days after release
- Released
- 12 Jan 2024
- First featured
- No. 33 · 17 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4693290
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).