Day of the week effect : a look at the AMEX.

• Main Authors: Choo, Rong Shan., Goh, Swee Cheng., Neo, Wei Sheng.
• Other Authors: Shrestha, Keshab Man
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/10380
• Institution: Nanyang Technological University

This study sets out to investigate the day-of-the-week effect on 4 different types of bidask spread as a form of transaction costs. The data used for this study consists of stocks listed in the American Stock Exchange (AMEX) during the period of February 2001 to December 2001. Specifically, the b...