Der DAX-Future: Kursverhalten und Arbitragemöglichkeiten
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References listed on IDEAS
- Swati Bhatt & Nusret Cakici, 1990. "Premiums on stock index futures‐some evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(4), pages 367-375, August.
- Brenner, Menachem & Subrahmanyam, Marti G. & Uno, Jun, 1989. "The behavior of prices in the Nikkei spot and futures market," Journal of Financial Economics, Elsevier, vol. 23(2), pages 363-383, August.
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Cited by:
- Kempf, Alexander & Korn, Olaf, 1995. "Der Einfluß von Arbitrageuren auf die Preisführerschaft von Finanzmärkten," ZEW Discussion Papers 95-02, ZEW - Leibniz Centre for European Economic Research.
- Bühler, Wolfgang & Kempf, Alexander, 1994. "Optimale Arbitragestrategien in Terminmärkten," ZEW Discussion Papers 94-10, ZEW - Leibniz Centre for European Economic Research.
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