|
PureBytes Links
Trading Reference Links
|
The last crash (1987) coincided with a banking holiday in England
which was before. One of the reasons for the crash was supposed to be
that because of the holiday there was an order back-log so that all
trading concentrated on the following day.
What happens if there is a catalyst (negative event) on Monday. Same
story again ?
Has anyone got any statistics regarding holidays and the volatility
after those days ? And is there any correlation between the direction
of the market before the holiday and after ?
Unfortunately I do not have any holiday data.
Gerrit
|