The price continuity, return and volatility spillover effects of regular and after-hours trading

• Chien-Liang Chiu,

  Roles Methodology, Supervision, Writing – review & editing

  Affiliation Department of Banking and Finance, Tamkang University, New Taipei City, Taiwan

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• Ting-Huan Chang ,

  Roles Methodology, Writing – review & editing

  * E-mail: ctingh@gmail.com

  Affiliation Department of Finance, Chien Hsin University of Science and Technology, Taoyuan, Taiwan

  https://orcid.org/0000-0001-6496-4915

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• I-Fan Hsiao,

  Roles Methodology, Writing – review & editing

  Affiliation Department of Banking and Finance, Chinese Culture University, Taipei City, Taiwan

  https://orcid.org/0000-0002-2719-8905

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• De-Shin Chiou

  Roles Writing – review & editing

  Affiliation Department of Banking and Finance, Tamkang University, New Taipei City, Taiwan

  https://orcid.org/0009-0007-6687-4033

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