This paper gives a long-term assessment in intraday prices reversal in the US stock index futures market following large price changes at the market open, We fi

This paper explores the intraday behavior of the NASDAQ-100 futures index for momentum and reversals. A multiple regression model simultaneously (1) relates tod

This paper assesses the intraday price reversal patterns of seven major currency futures contracts traded on the Chicago Mercantile Exchange over 1988-2003 afte