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Die Kosten des Indextrackings : eine Fallstudie über den Exchange Traded Fund DAX®EX

Lang, Stephanie E.; Röder, Klaus - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 60 (2008) 3, pp. 298-321

Persistent link: https://www.econbiz.de/10003697791

Bid-Ask-Spreads von DAX ETFs im Intradayhandel

Röder, Klaus; Schmidhammer, Christoph; Jeschke, Miriam - In: Corporate finance / Biz 4 (2013) 4, pp. 187-189

Persistent link: https://www.econbiz.de/10009750426

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

Die Qualität der Indexnachbildung von DAX ETFs im Intraday-Handel : das Volkswagen Event als Härtetest

Röder, Klaus; Schmidhammer, Christoph - In: Corporate finance / Biz 3 (2012) 4, pp. 177-180

Persistent link: https://www.econbiz.de/10009541774

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

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

Der Erfolg von Dividendenstrategien : eine empirische Analyse der Strategie mit Blick auf Covid-19

Platzgummer, Hannes; Röder, Klaus - In: Corporate finance : Finanzierung, Kapitalmarkt, … 12 (2021) 5/6, pp. 132-138

Persistent link: https://www.econbiz.de/10012543411

Intraday Pricing of ETFs and Certificates Replicating the German DAX Index

Schmidhammer, Christoph - 2011

The market for the leading German equity index DAX comprises electronically traded futures contracts, fully replicated and swap-based exchange traded funds (ETFs), and certificates. This paper reveals that DAX futures contracts contribute an economically and statistically significant proportion...

Persistent link: https://www.econbiz.de/10013132695