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~person:"Schmidhammer, Christoph"
~person:"Tripathi, Vanita"
~subject:"Index-Futures"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Schmidhammer, Christoph
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ECONIS (ZBW)
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The day the index rose 11 % : a clinical study on price discovery reversal
Schmidhammer, Christoph
;
Lobe, Sebastian
;
Röder, Klaus
- In:
Review of quantitative finance and accounting
46
(
2016
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10011588465
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2
The real benchmark of DAX index products and the influence of information dissemination : a natural experiment
Schmidhammer, Christoph
;
Lobe, Sebastian
;
Röder, Klaus
- In:
The journal of asset management
15
(
2014
)
2
,
pp. 129-149
Persistent link: https://www.econbiz.de/10010384769
Saved in:
3
Intraday pricing of ETFs and certificates replicating the German DAX index
Schmidhammer, Christoph
;
Lobe, Sebastian
;
Röder, Klaus
- In:
Review of managerial science
5
(
2011
)
4
,
pp. 337-351
Persistent link: https://www.econbiz.de/10009316366
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