Taanis, Chapter 2, Mishnah 9. The Mishnah establishes that a series of public fasts is never decreed in a way that would place the first fast day on a Thursday; the series always begins on a Monday.
The reason - so as not to drive up prices:
The concern is a rise in prices. On Thursday people are accustomed to buying in large quantities, since they shop both for the meal at the conclusion of the fast and for the needs of Shabbos the next day. When the shopkeepers see all this buying, they are liable to conclude that fast days are on the way, and they will raise their prices. But once a fast has already been observed on Monday, the shopkeepers know that the heavy buying stems from nothing more than the series of fasts.
The order of the fasts:
The first three fasts - Monday, Thursday and Monday.
The second three fasts - Thursday, Monday and Thursday, since by then there is no longer any concern about driving up prices.
The opinion of Rabbi Yosi:
Rabbi Yosi disagrees and holds: just as the first series of fasts does not begin on Thursday, so too the second series and the final series do not begin on Thursday; all of them open on a Monday.
In summary: In this Mishnah we learned that a public fast is not decreed to begin on a Thursday, out of concern that the shopkeepers will conclude from the heavy buying for the meal ending the fast and for the needs of Shabbos that fast days are coming, and they will drive up prices. Therefore the order of the first three fasts is Monday, Thursday and Monday, and the second three are Thursday, Monday and Thursday; and in the opinion of Rabbi Yosi, even the second and final series do not begin on Thursday.