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Title: Another form of the "day of the week" effect: Evidence from the Athens Stock Exchange
Authors: Σιλιγάρδος, Γιώργος Ε. 
Keywords: Χρηματιστήρια αξιών -- Ελλάδα -- Αθήνα;Stock exchanges -- Greece -- Athens
Issue Date: 2008
Publisher: ΤΕΙ Ηπείρου. Σχολή Διοίκησης και Οικονομίας
Journal: Επιθεώρηση Οικονομικών Επιστημών;Τεύχ. 14 
Abstract: We study the proportions of advancing, declining and remaining unchanged issues in the Greek Stock Market for a period of 10 years and we show that there is weak form of "Day of The Week" effect for these proportions. In the sequence, we use methods and tools from Information Theory to gauge the power of this effect to the projection of the proportions.
ISSN: 1109-2629
Appears in Collections:Επιθεώρηση Οικονομικών Επιστημών

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