Whenever there is a gap down in the futures, by law they fill fairly quickly compared to the cash market. I will document any instances that took 10 or more trading days.
註釋
I completed my research. I went back until Jan 1 2000 and found there were only 14 gaps that didn't fill by the futures close on Sunday. Of those 14, 4 of those took 10 or more days to close.
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