New York Stock Exchange (NYSE) : Day-of-the-week effect and bid-ask spreads

New York Stock Exchange (NYSE) : Day-of-the-week effect and bid-ask spreads

In this project, we investigate the presence of the Day-of-the-Week (DOW) effect in transaction costs measured by various types of bid-ask spreads (BAS). The analysis of 2,270 companies listed on the New York Stock Exchange (NYSE) indicate that the DOW effect is only present for percentage BAS and n...

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書目詳細資料
Main Authors:	Guo, Lisa Xiuhui, Ernest Julian Sutanto, Quek, Benny Shiwei
其他作者:	Shrestha, Keshab Man
格式:	Final Year Project
出版:	2008
主題:	DRNTU::Business::Finance::Stock exchanges
在線閱讀:	http://hdl.handle.net/10356/10367
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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