Nippani, Srinivas; Washer, Kenneth M.; Murthy, N.R. Vasudeva - In: International Journal of Financial Research 4 (2013) 3, pp. 1-9
Several studies in empirical literature have examined the differences between large banks and small banks. In this study, we examine the differences in the day-of-the-week effects of stock prices of large banks as represented by the Keefe, Bruyette and Woods Index (KBW) and small banks as...