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Fundamental indexing around the world
Walkshäusl, Christian; Lobe, Sebastian - In: Review of financial economics : RFE 19 (2010) 3, pp. 117-127
Persistent link: https://www.econbiz.de/10008653405
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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
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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
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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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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