Does the day of the week effect exist once transaction costs have been accounted for? : Evidence from the UK
Year of publication: |
2004
|
---|---|
Authors: | Gregoriou, Andros ; Kontonikas, A. ; Tsitsianis, N. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 3, p. 215-220
|
Subject: | Kalendereffekt | Calendar effect | Aktienmarkt | Stock market | Transaktionskosten | Transaction costs | Schätzung | Estimation | Großbritannien | United Kingdom |
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