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Informationsverarbeitung und Preisbildung am Aktien- und Optionsmarkt

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Brand
Springer Nature
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N/A
Part Number
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GTIN
9783790808476
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New
Product Description

Diese Intraday-Untersuchung ist die erste umfangreiche Studie, welche ausfhrlich das innertgliche Handelsgeschehen an schweizerischen und deutschen Aktien- und Optionsmrkten analysiert und den Informationsflu zwischen diesen Mrkten mittels Real-Time-Daten untersucht. Die zentrale Fragestellung lautet, ob sich neue Informationen an diesen Finanzmrkten unterschiedlich schnell in den Preisen widerspiegeln und ob Preisunterschiede zu risikolosen Gewinnen ausgenutzt werden knnen. Es werden dazu Aktien an den wichtigsten schweizerischen und deutschen Parkettbden sowie Aktien- und Indexoptionen an den Computerbrsen SOFFEX und DTB analysiert. Konkrete Handelsstrategien an beiden Mrkten werden entwickelt, die einen eventuell vorliegenden zeitlichen Vorsprung eines Marktes zu Arbitragegewinnen ausnutzen.

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