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

Author: Tsangarakis, Nickolaos

Source: Applied Financial Economics, Volume 17, Number 17, November 2007 , pp. 1447-1454(8)

Publisher: Routledge, part of the Taylor & Francis Group

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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.

Document Type: Research article

DOI: http://dx.doi.org/10.1080/09603100600675540

Affiliations: 1: Department of Business Administration, University of Piraeus, Piraeus 185 34, Greece

Publication date: 2007-11-01

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