The day-of-the-week effect in the Athens Stock Exchange (ASE)

Nickolaos Tsangarakis

Applied Financial Economics, 2007, vol. 17, issue 17, 1447-1454

Abstract: This study examines the day-of-the-week effect in the ASE for the period 1981 to 2002. Findings reveal that the day-of-the-week effect is not a dominant phenomenon. There is no systematic pattern across the days of the week suggesting that investors may have improved risk pricing.

Date: 2007
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DOI: 10.1080/09603100600675540

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