Intraday pricing of ETFs and certificates replicating the German DAX index
Schmidhammer, Christoph, Lobe, Sebastian and Röder, Klaus (2011) Intraday pricing of ETFs and certificates replicating the German DAX index. Review of Managerial Science 5 (4), pp. 337-351.Date of publication of this fulltext: 19 Dec 2024 11:05
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| Item type | Article | ||||
| Journal or Publication Title | Review of Managerial Science | ||||
| Publisher: | SPRINGER HEIDELBERG | ||||
|---|---|---|---|---|---|
| Place of Publication: | HEIDELBERG | ||||
| Volume: | 5 | ||||
| Number of Issue or Book Chapter: | 4 | ||||
| Page Range: | pp. 337-351 | ||||
| Date | 2011 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder) | ||||
| Identification Number |
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| Keywords | NEIGHBORS ETFS; STOCK RETURNS; FUTURES; AUTOCORRELATION; FRAGMENTATION; COMPETITION; PATTERNS; MODELS; MARKET; Exchange traded funds; Index certificates; DAX index; DAX futures; Price setting; Product quality | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 64466 |
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