09-107/4 - Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns

• Authors
  Jan G. de Gooijer, University of Amsterdam; Cees G.H. Diks, University of Amsterdam; Lukasz T. Gatarek, Erasmus University Rotterdam
• Publication date
  November 19, 2009

• Keywords
  Close-to-open gap forecasting, Functional data analysis, International stock markets, Nonparametric modeling
• JEL
  C14, C53, F37, G17