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Erkennen deutsche Anleger die Vorzüge sogenannter Call Markets?

Author

Listed:
  • Schmidt Hartmut

    (Dr. rer. oec., Universitätsprofessor in Hamburg)

  • Oesterhelweg Olaf

    (Wissenschaftliche Mitarbeiter am Institut für Geld- und Kapitalverkehr der Universität Hamburg)

  • Treske Kai

    (Wissenschaftliche Mitarbeiter am Institut für Geld- und Kapitalverkehr der Universität Hamburg)

Abstract

In der internationalen Börsendiskussion wird immer häufiger auf die Vorzüge sogenannter Call Markets hingewiesen, an denen sich, so wird behauptet, die Geld-Brief-Spanne vermeiden läßt. Allerdings ist kaum bekannt, inwieweit die Anleger Call Markets annehmen und ihre Aufträge dorthin leiten. An den deutschen Börsen haben die Anleger schon lange die Wahl zwischen „call auction“ und „continuous auction“. Es zeigt sich, daß der Umsatzanteil der Calls tendenziell mit der Geld-Brief-Spanne zunimmt. Anders als im BOSS-CUBE-Handel stoßen Call-Auktionen an der Deutschen Terminbörse nur auf geringes Interesse

Suggested Citation

  • Schmidt Hartmut & Oesterhelweg Olaf & Treske Kai, 1996. "Erkennen deutsche Anleger die Vorzüge sogenannter Call Markets?," Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), RWS Verlag, vol. 8(1), pages 10-19, March.
    • Handle: RePEc:bpj:zfbrbw:v:8:y:1996:i:1:p:10-19:n:2
    DOI: 10.15375/zbb-1996-0102
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    Cited by:

    1. Oehler, Andreas & Häcker, Mirko, 2003. "Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt," Discussion Papers 20, University of Bamberg, Chair of Finance.

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