Day-of-the-week effect and spread determinants : some international evidence from equity markets
Year of publication: |
2021
|
---|---|
Authors: | Gillas, Konstantinos Gkillas ; Vortelinos, Dimitrios I. ; Babalos, Vassilios ; Wohar, Mark E. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 268-288
|
Subject: | Bid-ask spread | Day-of-the-week effect | Equity markets | Panel error-correction | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | Geld-Brief-Spanne | Börsenkurs | Share price | Schätzung | Estimation | Kointegration | Cointegration | Zeit | Time |
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