Informed Trading and Price Discovery Around the Clock

Chan Wung Kim; Timothy T. Perry; Manjeet Dhatt

doi:10.3905/jai.2014.17.2.068

Informed Trading and Price Discovery Around the Clock

Chan Wung Kim, Timothy T. Perry and Manjeet Dhatt

The Journal of Alternative Investments Fall 2014, 17 (2) 68-81; DOI: https://doi.org/10.3905/jai.2014.17.2.068

Chan Wung Kim

is on the faculty of the Manning School of Business at the University of Massachusetts Lowell in Lowell, MA and a professor of finance in the College of Business at Winona State University in Winona, MN. ,

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For correspondence: chanwung_kim@uml.edu ckim@winona.edu

Timothy T. Perry

is an assistant professor of finance in the College of Business Administration at the University of Tennessee Martin in Martin, TN.

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For correspondence: tperry12@utm.edu

Manjeet Dhatt

is an associate professor of finance in the Labovitz School of Business at University of Minnesota Duluth in Duluth, MN.

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For correspondence: mdhatt@d.umn.edu

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The Journal of Alternative Investments

Vol. 17, Issue 2

Fall 2014

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Informed Trading and Price Discovery Around the Clock