Is Extended-Hours Trading Indicative of Subsequent Returns?

Shai Levi; Joshua Livnat; Li Zhang; Xiao-Jun Zhang

doi:10.3905/joi.2018.27.1.009

Is Extended-Hours Trading Indicative of Subsequent Returns?

Shai Levi, Joshua Livnat, Li Zhang and Xiao-Jun Zhang

The Journal of Investing Spring 2018, 27 (1) 9-19; DOI: https://doi.org/10.3905/joi.2018.27.1.009

Shai Levi

is a senior lecturer in the Coller School of Management at Tel Aviv University in Tel Aviv, Israel

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Joshua Livnat

is an emeritus professor of accounting in the Stern School of Business at New York University in New York, NY, and is with Quantitative Management Associates in Newark, NJ

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Li Zhang

is an associate professor of accounting in Rutgers Business School at Rutgers University in Newark, NJ

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Xiao-Jun Zhang

is a professor of accounting in the Haas School of Business at the University of California, Berkeley, in Berkeley, CA

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Is Extended-Hours Trading Indicative of Subsequent Returns?