Greg Eaton
@gregweaton.bsky.social
Finance Professor. GregoryEaton.org.
Have new research with Andriy Shkilko and Ingrid Werner on 24-hour trading
SSRN link: papers.ssrn.com/sol3/papers....
We document big growth in US equity trading between 8 PM and 4 AM (what we call nocturnal trading)
We consider the implications for prices and market quality
Short thread
SSRN link: papers.ssrn.com/sol3/papers....
We document big growth in US equity trading between 8 PM and 4 AM (what we call nocturnal trading)
We consider the implications for prices and market quality
Short thread
Nocturnal Trading
While several venues have offered trading prior to the U.S. equity market open and after the close for decades, only recently have alternative trading systems s
papers.ssrn.com
March 26, 2025 at 2:19 AM
Have new research with Andriy Shkilko and Ingrid Werner on 24-hour trading
SSRN link: papers.ssrn.com/sol3/papers....
We document big growth in US equity trading between 8 PM and 4 AM (what we call nocturnal trading)
We consider the implications for prices and market quality
Short thread
SSRN link: papers.ssrn.com/sol3/papers....
We document big growth in US equity trading between 8 PM and 4 AM (what we call nocturnal trading)
We consider the implications for prices and market quality
Short thread