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Extreme Börsenbewegung und Intraday-Preisstellung von Open-End-Turbo-Zertifikaten auf den DAX : der Fall Kerviel

Lobe, Sebastian; Röder, Klaus - In: Kredit und Kapital 44 (2011) 2, pp. 217-241

Persistent link: https://www.econbiz.de/10009234540

Intraday pricing of ETFs and certificates replicating the German DAX index

Schmidhammer, Christoph; Lobe, Sebastian; Röder, Klaus - In: Review of managerial science 5 (2011) 4, pp. 337-351

Persistent link: https://www.econbiz.de/10009316366

The real benchmark of DAX index products and the influence of information dissemination : a natural experiment

Schmidhammer, Christoph; Lobe, Sebastian; Röder, Klaus - In: The journal of asset management 15 (2014) 2, pp. 129-149

Persistent link: https://www.econbiz.de/10010384769

The day the index rose 11 % : a clinical study on price discovery reversal

Schmidhammer, Christoph; Lobe, Sebastian; Röder, Klaus - In: Review of quantitative finance and accounting 46 (2016) 1, pp. 79-106

Persistent link: https://www.econbiz.de/10011588465

Intraday Pricing of ETFs and Certificates Replicating the German DAX Index

Schmidhammer, Christoph - 2011

The market for the leading German equity index DAX comprises electronically traded futures contracts, fully replicated and swap-based exchange traded funds (ETFs), and certificates. This paper reveals that DAX futures contracts contribute an economically and statistically significant proportion...

Persistent link: https://www.econbiz.de/10013132695