The day the index rose 11 % : a clinical study on price discovery reversal
Christoph Schmidhammer, Sebastian Lobe, Klaus Röder
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Schmidhammer, Christoph ; Lobe, Sebastian ; Röder, Klaus |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 46.2016, 1, p. 79-106
|
| Subject: | Price discovery | Exchange traded funds | Index certificates | Index futures | Index-Futures | Aktienindex | Stock index | Börsenkurs | Share price | Indexderivat | Index derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-014-0462-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011588465