{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,22]],"date-time":"2024-10-22T15:00:21Z","timestamp":1729609221330,"version":"3.28.0"},"reference-count":22,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2013,4]]},"DOI":"10.1109\/cifer.2013.6611693","type":"proceedings-article","created":{"date-parts":[[2013,10,1]],"date-time":"2013-10-01T14:40:12Z","timestamp":1380638412000},"page":"27-33","source":"Crossref","is-referenced-by-count":1,"title":["How (in)efficient is after-hours trading?"],"prefix":"10.1109","author":[{"given":"Aistis","family":"Raudys","sequence":"first","affiliation":[]},{"given":"Esther","family":"Mohr","sequence":"additional","affiliation":[]},{"given":"Gunter","family":"Schmidt","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"19","doi-asserted-by":"publisher","DOI":"10.1016\/j.rfe.2008.10.001"},{"key":"22","doi-asserted-by":"publisher","DOI":"10.1016\/j.endm.2010.05.066"},{"key":"17","doi-asserted-by":"publisher","DOI":"10.1109\/TNNLS.2012.2230405"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1109\/BMEI.2012.6513138"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.2307\/2975974"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1109\/ISDA.2012.6416551"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2010.01624.x"},{"journal-title":"Online Algorithms for Conversion Problems","year":"2011","author":"mohr","key":"14"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1145\/1143844.1143929"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2008.01312.x"},{"key":"21","doi-asserted-by":"publisher","DOI":"10.3846\/16111699.2012.705252"},{"journal-title":"Mathematics of Financial Markets 10","year":"2005","author":"elliott","key":"3"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2008.08.019"},{"key":"2","doi-asserted-by":"crossref","first-page":"119","DOI":"10.1086\/294846","article-title":"Mutual fund performance","volume":"39","author":"sharpe","year":"1966","journal-title":"The Journal of Business"},{"key":"1","doi-asserted-by":"publisher","DOI":"10.1016\/S1386-4181(97)00012-8"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.3905\/jot.2006.609174"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2004.00646.x"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhg030"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1016\/S1058-3300(02)00060-5"},{"key":"4","article-title":"Information content of earnings announcements: Evidence from after-hours trading","author":"jiang","year":"2011","journal-title":"Journal of Financial and Quantitative Analysis"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1002\/fut.20354"},{"key":"8","article-title":"Around-the-clock media coverage and the timing of earning announcements","author":"bagnoli","year":"2006","journal-title":"Working Paper McCombs Research Paper Series No ACC-02-06"}],"event":{"name":"2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","start":{"date-parts":[[2013,4,16]]},"location":"Singapore, Singapore","end":{"date-parts":[[2013,4,19]]}},"container-title":["2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6596013\/6611687\/06611693.pdf?arnumber=6611693","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,21]],"date-time":"2017-06-21T18:56:02Z","timestamp":1498071362000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6611693\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,4]]},"references-count":22,"URL":"https:\/\/doi.org\/10.1109\/cifer.2013.6611693","relation":{},"subject":[],"published":{"date-parts":[[2013,4]]}}}