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subject:"Aktienindex"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienindex
Arbitrage
1,386
Theorie
568
Theory
568
Börsenkurs
237
Share price
237
USA
203
United States
203
Portfolio selection
199
Portfolio-Management
199
CAPM
172
Capital income
157
Kapitaleinkommen
157
Arbitrage pricing
147
Arbitrage Pricing
146
Anlageverhalten
135
Behavioural finance
135
Efficient market hypothesis
121
Effizienzmarkthypothese
121
Derivat
116
Derivative
116
Estimation
87
Schätzung
87
Index futures
86
Index-Futures
86
Option pricing theory
86
Optionspreistheorie
86
Volatility
83
Volatilität
83
Transaction costs
77
Transaktionskosten
77
Aktienmarkt
72
Stock market
72
Risiko
70
Risk
70
arbitrage
67
Financial market
63
Finanzmarkt
63
Securities trading
59
Wertpapierhandel
59
Hedging
55
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14
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1
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Article
45
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Aufsatz in Zeitschrift
Article in journal
45
Graue Literatur
14
Non-commercial literature
14
Working Paper
13
Arbeitspapier
12
Hochschulschrift
2
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1
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English
45
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Fung, Joseph K. W.
2
Ivanov, Stoyu I.
2
Kempf, Alexander
2
Lee, Chun I.
2
Taylor, Nicholas
2
Ahn, Byung Hyun
1
Alemany, Nuria
1
Aragó, Vicent
1
Ayadi, Olusegun Felix
1
Baltussen, Guido
1
Bansal, Ravi
1
Bassiouny, Aliaa
1
Bekkum, Sjoerd van
1
Bennett, Richard E.
1
Bühler, Wolfgang
1
Caldeira, João F.
1
Chatterjee, Amitava
1
Coakley, Jerry
1
Cummings, James Richard
1
Curcio, Richard J.
1
Da, Zhi
1
Deville, Laurent
1
Dufrene, Uric B.
1
Dwyer, Gerald P. <jun.>
1
Fassas, Athanasios P.
1
Fernández-Pérez, A.
1
Filomena, Tiago Pascoal
1
Francis, Bill B.
1
Frino, Alex
1
Froot, Kenneth
1
Garrett, Ian
1
Gaul, Jürgen
1
Gleason, Kimberly
1
Green, Christopher J.
1
Gresse, Carole
1
Guo, Peng
1
Hsieh, David A.
1
Hsieh, Wen-Liang G.
1
Ibhagui, Oyakhilome
1
Kellard, Neil
1
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The journal of futures markets
6
International review of financial analysis
3
European financial management : the journal of the European Financial Management Association
2
Journal of financial and quantitative analysis : JFQA
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
American business review
1
Applied economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Financial analysts' journal : FAJ
1
Finanzmarkt und Portfolio-Management
1
International journal of finance & economics : IJFE
1
International journal of financial services management : IJFSM
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Investment management and financial innovations
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of global business : JGB ; journal of the Association for Global Business
1
Journal of international financial markets, institutions & money
1
Journal of the Midwest Finance Association
1
Managerial finance
1
Modern economy
1
Quarterly journal of finance & accounting : QJFA
1
Studies in economic analysis
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The American economic review
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of investment strategies
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Identifying the effect of stock indexing : impetus or impediment to arbitrage and price discovery?
Ahn, Byung Hyun
;
Patatoukas, Panos N.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 2022-2062
Persistent link: https://www.econbiz.de/10013367056
Saved in:
2
Index tracking and beta arbitrage effects in comovement
Liao, Yixin
;
Coakley, Jerry
;
Kellard, Neil
- In:
International review of financial analysis
83
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013461660
Saved in:
3
Stock market and deviations from covered interest parity
Ibhagui, Oyakhilome
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012803210
Saved in:
4
Intraday indirect arbitrage between European index ETFs
Bassiouny, Aliaa
;
Tooma, Eskandar A.
- In:
International review of financial analysis
75
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012804074
Saved in:
5
Lasso-based index tracking and statistical arbitrage long-short strategies
Sant'Anna, Leonardo Riegel
;
Caldeira, João F.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012659433
Saved in:
6
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
7
On the sensibility of the Pairs Trading strategy : the case of the FTS stock market index
Fernández-Pérez, A.
;
Nieves López García, María de las
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
3
,
pp. 229-236
Persistent link: https://www.econbiz.de/10012618028
Saved in:
8
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
9
Does international stock index arbitrage exist?
Meissner, Gunter
;
Ng, Olivia
;
Villarreal, Pedro A.
- In:
The journal of investment strategies
8
(
2019
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012020342
Saved in:
10
Stock future implementation : CSI 300 index rebalance
Wang, Haoyu
;
Guo, Peng
;
Wang, Yuhan
- In:
Modern economy
10
(
2019
)
8
,
pp. 1914-1945
Persistent link: https://www.econbiz.de/10012194184
Saved in:
11
Crossing of psychological price levels : the price dynamics and interaction between S&P500 index and index futures
Tsao, Chueh-Yung
;
Lee, Chun I.
;
Shyu, Yih-Wen
- In:
The journal of behavioral finance : a publication of …
18
(
2017
)
4
,
pp. 427-447
Persistent link: https://www.econbiz.de/10012008649
Saved in:
12
Index arbitrage and dynamics between REIT index futures and spot prices
Zhou, Jian
- In:
Applied economics
49
(
2017
)
19
,
pp. 1875-1885
Persistent link: https://www.econbiz.de/10011816956
Saved in:
13
Cointegration-based trading : evidence on index tracking & market-neutral strategies
Papantonis, Ioannis
- In:
Managerial finance
42
(
2016
)
5
,
pp. 449-471
Persistent link: https://www.econbiz.de/10011570282
Saved in:
14
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
15
Intraday analysis of currency ETFs
Ivanov, Stoyu I.
- In:
International journal of managerial finance : IJMF
11
(
2015
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10011455223
Saved in:
16
A partially linear approach to modeling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10011348414
Saved in:
17
Direct and indirect effects of index ETFs on spot-futures pricing and liquidity : evidence from the CAC 40 index
Deville, Laurent
;
Gresse, Carole
;
Séverac, Béatrice de
- In:
European financial management : the journal of the …
20
(
2014
)
2
,
pp. 352-373
Persistent link: https://www.econbiz.de/10010350999
Saved in:
18
Does ETF arbitrage exist?
Ivanov, Stoyu I.
- In:
International journal of financial services management …
6
(
2013
)
3
,
pp. 252-261
Persistent link: https://www.econbiz.de/10010338901
Saved in:
19
Compositional changes in the FTSE100 index from the standpoint of an arbitrageur
Opong, Kwaku K.
;
Siganos, Antonios
- In:
The journal of asset management
14
(
2013
)
2
,
pp. 120-132
Persistent link: https://www.econbiz.de/10009765815
Saved in:
20
Transactions costs, index arbitrage and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis
Tao, Juan
;
Green, Christopher J.
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10010355992
Saved in:
21
Mispricing in stock index futures markets : the case of Greece
Fassas, Athanasios P.
- In:
Investment management and financial innovations
8
(
2011
)
2
,
pp. 103-109
Persistent link: https://www.econbiz.de/10009422213
Saved in:
22
Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
Cummings, James Richard
;
Frino, Alex
- In:
Accounting and finance : journal of the Accounting …
51
(
2011
)
3
,
pp. 661-683
Persistent link: https://www.econbiz.de/10009304060
Saved in:
23
Short selling and index arbitrage profitability : evidence from the SGX MSCI and TAIFEX Taiwan index futures markets
Wang, Janchung
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
5
,
pp. 48-66
Persistent link: https://www.econbiz.de/10009238995
Saved in:
24
Intraday and night index arbitrage
Lee, Chun I.
;
Gleason, Kimberly
;
Madura, Jeff
- In:
Quarterly journal of finance & accounting : QJFA
47
(
2008
)
2
,
pp. 3-16
Persistent link: https://www.econbiz.de/10003733609
Saved in:
25
Order imbalance and the pricing of index futures
Fung, Joseph K. W.
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 697-717
Persistent link: https://www.econbiz.de/10003493150
Saved in:
26
A new econometric model of index arbitrage
Taylor, Nicholas
- In:
European financial management : the journal of the …
13
(
2007
)
1
,
pp. 159-183
Persistent link: https://www.econbiz.de/10003550387
Saved in:
27
Order imbalance and the dynamics of index and futures prices
Fung, Joseph K. W.
;
Yu, Philip L. H.
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1129-1157
Persistent link: https://www.econbiz.de/10003627158
Saved in:
28
Aggregate short interest and market valuations
Lamont, Owen A.
;
Stein, Jeremy C.
- In:
The American economic review
94
(
2004
)
2
,
pp. 29-32
Persistent link: https://www.econbiz.de/10002159376
Saved in:
29
Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market
Garrett, Ian
(
contributor
);
Taylor, Nicholas
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
2
,
pp. 133-152
Persistent link: https://www.econbiz.de/10001769747
Saved in:
30
Index arbitrage with heterogeneous investors : a smooth transition error correction analysis
Tse, Yiuman
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1829-1855
Persistent link: https://www.econbiz.de/10001608847
Saved in:
31
Short selling, unwinding, and mispricing
Kempf, Alexander
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 903-923
Persistent link: https://www.econbiz.de/10001352413
Saved in:
32
Another day, another collar : an evaluation of the effects of NYSE rule 80A on trading costs and intermarket arbitrage
Overdahl, James A.
- In:
The journal of business : B
71
(
1998
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10001233462
Saved in:
33
Investment implications of the Korean financial market reform
Ayadi, Olusegun Felix
- In:
International review of financial analysis
7
(
1998
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001252953
Saved in:
34
Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.>
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 301-332
Persistent link: https://www.econbiz.de/10001198903
Saved in:
35
Direct tests of index arbitrage models
Neal, Robert S.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001219189
Saved in:
36
DAX index futures : mispricing and arbitrage in German markets
Bühler, Wolfgang
- In:
The journal of futures markets
15
(
1995
)
7
,
pp. 833-859
Persistent link: https://www.econbiz.de/10001190079
Saved in:
37
New trading practices and short-run market efficiency
Froot, Kenneth
- In:
The journal of futures markets
15
(
1995
)
7
,
pp. 731-765
Persistent link: https://www.econbiz.de/10001190089
Saved in:
38
The co-movement patterns of the world's nine leading stock markets
Meriç, İlhan
- In:
American business review
13
(
1995
)
1
,
pp. 106-112
Persistent link: https://www.econbiz.de/10001177025
Saved in:
39
A comparative study of the US and Mexican stock market interdependence
Wong, Kwokfai M.
- In:
Journal of global business : JGB ; journal of the …
6
(
1995
)
11
,
pp. 15-22
Persistent link: https://www.econbiz.de/10001193191
Saved in:
40
Implications for national equity market comovements : an application of the Engle-Granger two-step procedure
Leachman, Lori L.
- In:
Studies in economic analysis
15
(
1994
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10001176448
Saved in:
41
A new approach to international arbitrage pricing
Bansal, Ravi
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1719-1747
Persistent link: https://www.econbiz.de/10001155970
Saved in:
42
Index arbitrage profitability
Sofianos, George
- In:
The journal of derivatives : the official publication …
1
(
1993
)
1
,
pp. 6-20
Persistent link: https://www.econbiz.de/10001202811
Saved in:
43
Expiration-day effects : what has changed?
Stoll, Hans R.
- In:
Financial analysts' journal : FAJ
47
(
1991
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10001106429
Saved in:
44
The role of stock index arbitrage in the stock market crash of 1987 and other major price-change trading days
Curcio, Richard J.
- In:
Journal of the Midwest Finance Association
19
(
1990
),
pp. 1-28
Persistent link: https://www.econbiz.de/10001105768
Saved in:
45
Program trading, portfolio insurance and the crash of 1987
Stulz, René M.
- In:
Finanzmarkt und Portfolio-Management
2
(
1988
)
1
,
pp. 11-22
Persistent link: https://www.econbiz.de/10001219184
Saved in:
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