Is the weekend effect profitable after accounting for transaction costs?

Additional Metadata
Keywords	Weekend effect, Stock returns, Transaction costs, Profitability
Thesis Advisor	Dzhelepska, M.B., Roscovan, V.
Persistent URL	hdl.handle.net/2105/22849
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ahrens, J.M.R. (2014). Is the weekend effect profitable after accounting for transaction costs?. In Finance & Investments.http://hdl.handle.net/2105/22849

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