Stock returns and trading at the close

By David Cushing, Ananth Madhavan. 2000

143 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a9707070f66227fcb6e02f89bdb105e20a48fbb1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Guofu Zhou
2. Pierre Hillion
3. Sophia Z Li
4. Yufeng Han
5. Matti Suominen
6. Lei Gao

In Economics and Econometrics

1. Yufeng Han
2. Guofu Zhou
3. Pierre Hillion
4. Matti Suominen
5. David E. Rapach

In Finance

1. Guofu Zhou
2. Yufeng Han
3. Pierre Hillion
4. Sophia Z Li
5. Matti Suominen
6. Lei Gao
7. Peter A. Forsyth
8. David E. Rapach

Citations in the corpus

• Order Dynamics: Recent Evidence from the NYSE (2003, unknown): “Cushing and Madhavan (2000) find that immediacy is in high demand at the close of trading.”
• Market intraday momentum (2018, background): “As emphasized by Cushing and Madhavan (2000) and Foucault, Kadan, and Kandel (1)While there are over 9,000 Google citations of Jegadeesh and Titman (1993), few analyze intraday data.”
• The manipulation of closing prices (2004, background): “empirical. The paper complements the evidence uncovered about the close in the US stock markets, documented by Harris (1989), McInish and Wood (1990) and Cushing and Madhavan (2000) , by looking at a different geographical market, with a different market structure and a tighter time scale.”