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

Quarterly Review of Economics and Finance

Volumn 54, Issue 1, 2014, Pages 51-60

  Narayan, Paresh Kumar ^a   Mishra, Sagarika ^a   Narayan, Seema ^b  

^a DEAKIN UNIVERSITY   (Australia)

^b RMIT UNIVERSITY   (Australia)

Author keywords

Bid ask spread; Day of the week; Panel Error Correction; Sectors

Indexed keywords

EID: 84892990560     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2013.07.008     Document Type: Article

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