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Spread determinants and the day-of-the-week effect

journal contribution

posted on 2014-01-01, 00:00 authored by Paresh Narayan, Sagarika MishraSagarika Mishra, S Narayan

Spread determinants and the day-of-the-week effect

History

Journal

Quarterly review of economics and finance

Volume

54

Issue

1

Pagination

51 - 60

Publisher

Elsevier

Location

Netherlands

Publisher DOI

https://doi.org/10.1016/j.qref.2013.07.008

ISSN

1062-9769

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2013, The Board of Trustees of the University of Illinois

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Categories

Other economics not elsewhere classified

Keywords

Social Sciences Economics Business & Economics Bid-ask spread Dayof-the-week Panel Error Correction Sectorsa Economics

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All Rights Reserved

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