Overnight gold returns

L. E. Blose and V. Gondhalekar

Applied Economics Letters, 2014, vol. 21, issue 18, 1269-1272

Abstract: Overnight returns on the COMEX gold front month contract are significantly positive, whereas day returns are significantly negative (1985 through 2012). Similarly, overnight returns on the SPDR Gold Shares exchange traded fund are significantly greater than day returns. The asymmetry has weakened substantially over the years, but it is still present.

Date: 2014
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DOI: 10.1080/13504851.2014.922661

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