New York Stock Exchange (NYSE) : Day-of-the-week effect and bid-ask spreads
In this project, we investigate the presence of the Day-of-the-Week (DOW) effect in transaction costs measured by various types of bid-ask spreads (BAS). The analysis of 2,270 companies listed on the New York Stock Exchange (NYSE) indicate that the DOW effect is only present for percentage BAS and n...
| Main Authors: | , , |
|---|---|
| Outros autores: | |
| Formato: | Final Year Project (FYP) |
| Publicado: |
2008
|
| Subjects: | |
| Acceso en liña: | http://hdl.handle.net/10356/10367 |