Intraday pricing of ETFs and certificates replicating the German DAX index-Reference-Cited by-同舟云学术

Intraday pricing of ETFs and certificates replicating the German DAX index

Published:2010-10-13 Issue:4 Volume:5 Page:337-351
ISSN:1863-6683
Container-title:Review of Managerial Science
language:en
Short-container-title:Rev Manag Sci

Author:

Schmidhammer Christoph,Lobe Sebastian,Röder Klaus

Publisher

Springer Science and Business Media LLC

Subject

General Business, Management and Accounting

Link

http://link.springer.com/content/pdf/10.1007/s11846-010-0049-y.pdf

Reference31 articles.

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3. Breusch T (1978) Testing for autocorrelation in dynamic linear models. Aust Econ Pap 17:334–355

4. Cherry J (2004) The limits of arbitrage: evidence from exchange traded funds. Available via DIALOG: http://ssrn.com/abstract=628061 . Accessed 18 Mar 2010

5. Chou R, Chung H (2006) Decimalization, trading costs, and information transmission between ETFs and index-futures. J Futures Mark 26:131–151

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