The day the index rose 11 %: a clinical study on price discovery reversal
Schmidhammer, Christoph, Lobe, Sebastian, Röder, Klaus
Published in Review of quantitative finance and accounting (01.01.2016)
Published in Review of quantitative finance and accounting (01.01.2016)
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Journal Article
Intraday pricing of ETFs and certificates replicating the German DAX index
Schmidhammer, Christoph, Lobe, Sebastian, Röder, Klaus
Published in Review of managerial science (01.11.2011)
Published in Review of managerial science (01.11.2011)
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Journal Article