Mills, T. C.; Siriopoulos, C.; Markellos, R. N.; … - In: Applied Financial Economics 10 (2000) 2, pp. 137-142
This paper studies calendar effects in the emerging Athens Stock Exchange. Rather than examining only basket indices, we analyse calendar effects for each of the constituent stocks of the Athens Stock Exchange General Index for the period from October 1986 to April 1997. In accordance with...
