In the aftermath of the Wirecard scandal the German lead stock market index DAX has undergone a series of reforms, including the introduction of a profitability criterion based on EBITDA for new DAX members and enhanced financial reporting requirements with specified sanctions for non-...

In the aftermath of the Wirecard scandal the German lead stock market index DAX has undergone a series of reforms, including the introduction of a profitability criterion based on EBITDA for new DAX members and enhanced financial reporting requirements with specified sanctions for non-...

This paper addresses stock market volatility in Germany between 1991 and 2018. Through a GARCH model with leverage term, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model where potential economic determinants are analyzed. The...

This paper addresses stock market volatility in Germany between 1991 and 2018. Through a GARCH model with leverage term, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model where potential economic determinants are analyzed. The...

Spanish Abstract: Se compara la evolución de once índices bursátiles en el periodo 2007- 15 abril 2020 y se comparan los descensos de la “crisis del coronavirus” y los de la crisis de 2007… (financiera en algunos países, política-regulatoria-inmobiliaria-financiera en otros…), que...

Kein anderer Index ist bei deutschen Tradern so beliebt wie der DAX. Doch was sind die Vorzüge des deutschen Leitindex und welche Strategien sind am erfolgversprechendsten? Der erfahrene Trader Carsten Umland, Bestsellerautor von Einfach traden lernen, stellt die wichtigsten Finanzinstrumente...

We apply the well-known CUSUM, the Girshick-Rubin, the Graversen-Peskir- Shiryaev and an improved alteration of the Brodsky-Darkovsky algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at Xetra intraday auction prices. We select optimal pairs of...

We apply the well-known CUSUM, the Girshick-Rubin, the Graversen-Peskir- Shiryaev and an improved alteration of the Brodsky-Darkovsky algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at Xetra intraday auction prices. We select optimal pairs of...

Die gesellschaftliche Verantwortung von Unternehmen rückt zunehmend in den Fokus der öffentlichen Diskussion. Zur Wahrung des Unternehmenserfolgs ist neben der Berücksichtigung ökonomischer Ziele der Einbezug ökologische und sozialer Ziele unerlässlich. Zur Kommunikation ihrer...

Alena Voelzkow beschreibt in diesem Buch, wie sich Geschäftsberichte von DAX-Unternehmen in den letzten Dekaden unter dem gesellschaftlichen Leitbild der Nachhaltigkeit verändert haben und liefert empirische Ergebnisse über den Einfluss digitaler Medien auf das Corporate Reporting. In ihrer...

Alena Voelzkow beschreibt in diesem Buch, wie sich Geschäftsberichte von DAX-Unternehmen in den letzten Dekaden unter dem gesellschaftlichen Leitbild der Nachhaltigkeit verändert haben und liefert empirische Ergebnisse über den Einfluss digitaler Medien auf das Corporate Reporting. In ihrer...

We apply the well-known CUSUM and the Girshick-Rubin algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at Frankfurt mid-day auction prices. We select optimal pairs of fixed thresholds for up- and down-movements from a pre-defined two-dimensional...

We apply the well-known CUSUM and the Girshick-Rubin algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at Frankfurt mid-day auction prices. We select optimal pairs of fixed thresholds for up- and down-movements from a pre-defined two-dimensional...

We apply the well-known CUSUM and the Girshick-Rubin algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at Frankfurt mid-day auction prices. We select optimal pairs of fixed thresholds for up- and down-movements from a pre-defined two-dimensional...

Christina Woitzik untersucht den Grad an Berücksichtigung von Nachhaltigkeitsregeln in der Unternehmenspraxis, wobei sie den Fokus auf die Berichterstattung legt und die Berichtsinhalte bezüglich bestimmter Unternehmenscharakteristika analysiert. Daraus erarbeitet die Autorin die branchen- und...

It can be implied from the efficient market hypothesis that the more transparent a market is, then the more likely that the market will be efficient. This paper is a study of whether the different transparency standards applied to the different indices quoted on the German stock market have any...

It can be implied from the efficient market hypothesis that the more transparent a market is, then the more likely that the market will be efficient. This paper is a study of whether the different transparency standards applied to the different indices quoted on the German stock market have any...