Does the day of the week effect persist once transaction costs have been accounted for? Evidence from the UK

Gregoriou, A., Kontonikas, A. and Tsitsianis, N. (2004) Does the day of the week effect persist once transaction costs have been accounted for? Evidence from the UK. Applied Financial Economics, 14 (3). pp. 215-220. ISSN 0960-3107
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