Intraday pricing of ETFs and certificates replicating the German DAX index

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 to c...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Review of managerial science 2011-11, Vol.5 (4), p.337-351
Hauptverfasser:	Schmidhammer, Christoph, Lobe, Sebastian, Röder, Klaus
Format:	Artikel
Sprache:	eng
Schlagworte:	Accounting/Auditing Arbitrage Banking Business and Management Business Strategy/Leadership Electronic trading systems Exchange traded funds Futures Index funds Marketing Original Paper Price quotations Product quality Stock exchanges Stock prices Studies
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!