Day-of-the-week effect and spread determinants : some international evidence from equity markets
Konstantinos Gkillas, Dimitrios I. Vortelinos, Vassilios Babalos, Mark E. Wohar
| Year of publication: |
2021
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|---|---|
| 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
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| 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 | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012627781