Does the day of the week effect persist once transaction costs have been accounted for? Evidence from the UK

A. Gregoriou; A. Kontonikas; N. Tsitsianis

doi:10.1080/0960310042000187388

Does the day of the week effect persist once transaction costs have been accounted for? Evidence from the UK

A. Gregoriou, A. Kontonikas, N. Tsitsianis

Hertfordshire Business School

Research output: Contribution to journal › Article › peer-review

24 Citations (Scopus)

590 Downloads (Pure)

Original language	English
Pages (from-to)	215-220
Journal	Applied Financial Economics
Volume	14
Issue number	3
DOIs	https://doi.org/10.1080/0960310042000187388
Publication status	Published - 2004

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10.1080/0960310042000187388

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Cite this

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title = "Does the day of the week effect persist once transaction costs have been accounted for? Evidence from the UK",

author = "A. Gregoriou and A. Kontonikas and N. Tsitsianis",

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