General gap up & down statistics

Vince Field

Vince Field

I'm looking for studies with statistics on the behavior of stocks that gap up and down. For example, what percent of them fill the gap, what percent of gap up/down stocks have a green/red day? What are some characteristics that may influence the behavior of these gappers?

Anyone with personal knowledge to share or links to credible sources of information on this topic would be greatly appreciated! I'm not looking for stats for specific stocks, but rather more general market statistics.
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