The day-of-the week effect in the Athens Stock Exchange

Authors

  • Κατερίνη Λυρούδη
  • Αθανάσιος Γ. Νούλας
  • Γεώργιος Κομισόπουλος

Keywords:

Χρηματιστήριο Αξιών Αθηνών, Μετοχές, Ελληνικό Χρηματιστήριο

Abstract

The paper examines the day -of- the week effect in the Athens Stock Exchange using the prices of the general index along with five other sector indices for the period 1994 to 1999. We find that the day -of- the week effect is present in the Greek stock market, especially in the subperiod 1997-1999.

JEL: Classification: G14

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Published

18-10-2002

How to Cite

Λυρούδη Κ., Νούλας Α. Γ., & Κομισόπουλος Γ. (2002). The day-of-the week effect in the Athens Stock Exchange. SPOUDAI Journal of Economics and Business, 52(4), 69–87. Retrieved from https://spoudai.org/index.php/journal/article/view/468

Issue

Vol. 52 No. 4 (4): Vol 52, No 4 (2002)

Section

Articles

License

Copyright (c) 2002 SPOUDAI Journal of Economics and Business

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.