Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
Year of publication: |
2009-10
|
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Authors: | Bohl, Martin T. ; Salm, Christian A. ; Wilfling, Bernd |
Institutions: | Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät |
Subject: | Individual Investors | Uninformed Trading | Stock Index Futures | Emerging Capital Markets | Stock Market Volatility | Markov-Switching-GARCH Model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 0609 31 pages |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G20 - Financial Institutions and Services. General |
Source: |
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