Narrow search
Showing 1 - 10 of 1,019
Cover Image
How dynamic hedging affects stock price movements : evidence from German option and certificate markets
Fischer, Georg - 2019
autocorrelation of German stock price changes. We theoretically model the demand of liquidity providers in the discount certificate … induces negative return autocorrelation in stock markets. We find empirical evidence that the hedging demand of option issuers … has a positive impact on return autocorrelation, while the opposite holds for certificate issuers, whose hedging demand …
Persistent link: https://www.econbiz.de/10011960804
Cover Image
How are derivatives used? : Evidence from the mutual fund industry
Koski, Jennifer L.; Pontiff, Jeffrey - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 791-816
Persistent link: https://www.econbiz.de/10001367866
Cover Image
Equity trading by institutional investors : evidence on order submission strategies
Næs, Randi; Skjeltorp, Johannes A. - 2002
Persistent link: https://www.econbiz.de/10001717467
Cover Image
Equity trading by institutional investors : evidence on order submission strategies
Næs, Randi; Skjeltorp, Johannes A. - In: Journal of banking & finance 27 (2003) 9, pp. 1779-1817
Persistent link: https://www.econbiz.de/10001783383
Cover Image
Derivatives do affect mutual fund returns : evidence from the financial crisis of 1998
Cao, Charles Q.; Ghysels, Eric; Hatheway, Frank - In: The journal of futures markets 31 (2011) 7, pp. 629-658
Persistent link: https://www.econbiz.de/10009009214
Cover Image
Equity funds and derivatives: evidence from linked fund-trade data
Bias, Daniel; Guagliano, Claudia; Haferkorn, Martin; … - 2021
Persistent link: https://www.econbiz.de/10012506010
Cover Image
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua; Rangan, Nanda K. - In: Frontiers of business research in China : selected … 6 (2012) 4, pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Cover Image
Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999
Persistent link: https://www.econbiz.de/10001394327
Cover Image
Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Cover Image
Implied market price of weather risk
Härdle, Wolfgang; López Cabrera, Brenda - 2009
Weather influences our daily lives and choices and has an enormous impact on cooperate revenues and earnings. Weather derivatives differ from most derivatives in that the underlying weather cannot be traded and their market is relatively illiquid. The weather derivative market is therefore...
Persistent link: https://www.econbiz.de/10003796146