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Stock index futures arbitrage in Germany : the behavior of the DAX index futures prices
Grünbichler, Andreas - In: Review of futures markets 13 (1994) 2, pp. 661-686
Persistent link: https://www.econbiz.de/10001169319
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Der DAX-Future : Kursverhalten und Arbitragemöglichkeiten
Bühler, Wolfgang - In: Kredit und Kapital 26 (1993) 4, pp. 533-574
Persistent link: https://www.econbiz.de/10001156914
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Electronic screen trading and the transmission of information : an empirical examination
Grünbichler, Andreas - In: Journal of financial intermediation 3 (1994) 2, pp. 166-187
Persistent link: https://www.econbiz.de/10001166034
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Der DAX-Future : Kursverhalten und Arbitragemöglichkeiten
Bühler, Wolfgang; Kempf, Alexander - 1993
Persistent link: https://www.econbiz.de/10013427890
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The relationship between index option moneyness and relative liquidity
Etling, Cheri; Miller, Thomas W. - In: The journal of futures markets 20 (2000) 10, pp. 971-987
Persistent link: https://www.econbiz.de/10001530843
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Pricing financial times-stock exchange index put warrants : some empirical evidence
Chen, K. C. - In: American business review 15 (1997) 2, pp. 37-42
Persistent link: https://www.econbiz.de/10001220189
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Die Qualität verschiedener Hedgingtheorien im Kontext der Aktienindex-Futuresmärkte
Albrecht, Rainer - 1994
Persistent link: https://www.econbiz.de/10000890678
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DAX-Future
1992 - 3., überarb. Aufl., Stand: August 1992
Persistent link: https://www.econbiz.de/10000855857
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DAX-Option
1991 - 1. Aufl., Stand: Juli 1991
Persistent link: https://www.econbiz.de/10000855859
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Arbitrage am DAX-Futures-Markt unter Berücksichtigung von Steuern
Bamberg, Günter - 1992
Persistent link: https://www.econbiz.de/10000857581