Browsing by Author "Τρουλιτάκης, Σωτήριος-Σοφοκλής"

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  • The day of the week and month effects in the Athens Derivatives Exchange. (Period 02/01/2004-11/11/2011).

    T.E.I. of Crete, School of Management and Economics (SDO), Department of Finance and Insurance (Agios Nikolaos)
    T.E.I. of Crete, School of Management and Economics (SDO), Department of Accounting and Finance
    Authors: Troulitakis, Sotirios-Sofoklis
    Thesis advisor: Floros, Christos
    Publication Date: 29-11-2013
    This paper examines the day of the week and month effects in the Athens Derivatives Exchange. The period that we used is (02/11/2004 - 11/11/2011) and the prices of closing prices and the current prices of the futures, In ...