Narrow search
Showing 1 - 10 of 6,672
Cover Image
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Cover Image
Does Index Arbitrage Distort the Market Reaction to Shocks?
Anatolyev, Stanislav - 2020
We show that ETF arbitrage distorts the market reaction to fundamental shocks. We confirm this hypothesis by creating a new measure of the intensity of arbitrage transactions at the individual stock level and using an event study analysis to estimate the market reaction to economic shocks. Our...
Persistent link: https://www.econbiz.de/10012842361
Cover Image
The price response to Nikkei 225 stocks index adjustments
Tu, Chia-jung - In: The international journal of business and finance … 6 (2012) 4, pp. 59-71
Persistent link: https://www.econbiz.de/10009633848
Cover Image
Trading around macroeconomic announcements : are all traders created equal?
Erenburg, Grigori; Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial intermediation 15 (2006) 4, pp. 470-493
Persistent link: https://www.econbiz.de/10003395882
Cover Image
The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Cover Image
The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
Cover Image
Essays on the efficiency of financial markets
Schlusche, Bernd - 2010
Persistent link: https://www.econbiz.de/10008990314
Cover Image
Die praktische Relevanz von Nachhaltigkeit für die Teilnehmer des europäischen Kapitalmarkts : sind Kapitalmarktreaktionen auf nachhaltige Unternehmensführung messbar?
Eiselt, Andreas; Kaspereit, Thomas - In: Jenseits des Elfenbeinturms : universitäre Forschung …, (pp. 161-198). 2016
Persistent link: https://www.econbiz.de/10011542694
Cover Image
Kapitalmarktfaktor Moral? : Kursimplikation ethisch relevanter Aspekte auf dem Kapitalmarkt
Hawliczek, Jens W. - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003734282
Cover Image
An anatomy of the "S&P game" : the effects of changing the rules
Beneish, Messod D. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1909-1930
Persistent link: https://www.econbiz.de/10001211760