- Article
Price Gaps and Volatility: Do Weekend Gaps Tend to Close?
- Marnus Janse van Rensburg and
- Terence Van Zyl
This study investigates weekend price gaps in three major stock market indices—the Dow Jones Industrial Average (DJIA), NASDAQ, and Germany’s DAX—from 2013 to 2023, using high-frequency (5 min) data to explore whether gap movements...