商业快报

The curious case of rising stocks in the night-time

An ex-hedge fund analyst has a conspiratorial theory why equities do better after the market closes

The “witching hour” was long said to be the time of night where demons, ghosts, ghouls and witches were at their most powerful. It turns out that it is also when the US stock market is at its mightiest.

American bourses officially open between 9.30am and 4pm in New York, yet weirdly most of the gains actually accrue in the sparser, more informal after-market trading that happens on various electronic exchanges, according to a study by the New York Federal Reserve. Early morning returns, on the other hand, tend to be negative. The phenomenon has long puzzled many analysts.

It gets weirder. Research by Bruce Knuteson, a former quantitative analyst at the hedge fund DE Shaw, indicates that “overnight drift” and “intraday reversal” also happens in international markets, from Japan to Norway. Knuteson also has a far more controversial, conspiratorial interpretation of the pattern than other researchers who have probed it over the years. He reckons that it is caused by systematic market manipulation on a Herculean scale by some quantitative hedge funds.

您已阅读24%(1064字),剩余76%(3438字)包含更多重要信息,订阅以继续探索完整内容,并享受更多专属服务。
版权声明:本文版权归manbetx20客户端下载 所有,未经允许任何单位或个人不得转载,复制或以任何其他方式使用本文全部或部分,侵权必究。
设置字号×
最小
较小
默认
较大
最大
分享×