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Der Einfluß der Deutschen Terminbörse auf Volatilität und Wertpapierrisiko am Frankfurter Aktienmarkt

Author

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  • Schlag Christian

    (Dipl. Oec., Wissenschaftlicher Mitarbeiter am Institut für Entscheidungstheorie und Unternehmensforschung, Universität Karlsruhe)

Abstract

Verschiedentlich wurde der Vorwurferhoben, der Handel an der Deutschen Terminbörse (DTE) beeinflusse den Preisbildungsprozeß am Aktienmarkt nachteilig, so daß die Volatilität der Aktien, auf die an diesem neuen Markt Optionen gehandelt werden, zugenommen habe. Die Ergebnisse der vorliegenden Arbeit zeigen jedoch, daß hierfür keine signifikante Evidenz vorliegt.

Suggested Citation

  • Schlag Christian, 1991. "Der Einfluß der Deutschen Terminbörse auf Volatilität und Wertpapierrisiko am Frankfurter Aktienmarkt," Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), RWS Verlag, vol. 3(2), pages 92-98, June.
    • Handle: RePEc:bpj:zfbrbw:v:3:y:1991:i:2:p:92-98:n:5
    DOI: 10.15375/zbb-1991-0205
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