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...
| Główni autorzy: | , , |
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| Kolejni autorzy: | |
| Format: | Final Year Project (FYP) |
| Wydane: |
2008
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| Hasła przedmiotowe: | |
| Dostęp online: | http://hdl.handle.net/10356/10367 |