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Price discovery and investor structure in stock index futures
Bohl, Martin T.; Salm, Christian; Schuppli, Michael - In: The journal of futures markets 31 (2011) 3, pp. 282-306
Persistent link: https://www.econbiz.de/10008908398
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Positive feedback trading in stock index futures : international evidence
Salm, Christian; Schuppli, Michael - In: International review of financial analysis 19 (2010) 5, pp. 313-322
Persistent link: https://www.econbiz.de/10009272653
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Do individual index futures investors destabilize the underlying spot market?
Bohl, Martin T.; Salm, Christian; Wilfling, Bernd - In: The journal of futures markets 31 (2011) 1, pp. 81-101
Persistent link: https://www.econbiz.de/10008908410
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The Other January Effect : international evidence
Bohl, Martin T.; Salm, Christian - In: The European journal of finance 16 (2010) 1/2, pp. 173-182
Persistent link: https://www.econbiz.de/10003954479
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Spot market volatility and futures trading : the pitfalls of using a dummy variable approach
Bohl, Martin T.; Diesteldorf, Jeanne; Salm, Christian; … - In: The journal of futures markets 36 (2016) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10011567524
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Persistenz von Kalenderanomalien am deutschen Aktienmarkt
Salm, Christian; Siemkes, Jörg - In: Finanz-Betrieb : FB ; Zeitschrift für … 11 (2009) 7/8, pp. 414-418
Persistent link: https://www.econbiz.de/10003857271
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Die Liquiditätsanforderungen und deren Auswirkungen : Basel III
Goodfellow, Christiane; Salm, Christian - In: Risiko-Manager (2012) 24, pp. 26-32
Persistent link: https://www.econbiz.de/10009669666
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Risky risk measures : a note on underestimating financial risk under the normal assumption
Goodfellow, Christiane; Salm, Christian - In: Copernican Journal of Finance & Accounting : CJF&A 5 (2016) 2, pp. 85-108
Persistent link: https://www.econbiz.de/10012216155