How short-termed is the trading behaviour in Eurex futures markets?

Applied Financial Economics

Volumn 14, Issue 17, 2004, Pages 1269-1279

  Dorfleitner, Gregor ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; INVESTMENT; MARKET CONDITIONS;

EASTERN HEMISPHERE; EURASIA; EUROPE; WORLD;

EID: 9444263032     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000280456     Document Type: Article

References (14)

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3. ap Gwilym, O., Buckle, M. and Evans, P. (2002) The volumematurity for stock index, interest rate and bond futures contracts, EBMS Working Paper 2002/3.
4. Bamberg, G. and Dorfleitner, G. (1998) Haltedauern von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt, Zeitschrift für Betriebswirtsehaft, Ergänzungsband 2/98, 55-74.
5. Bamberg, G. and Dorfleitner, G. (2002) The influence of taxes on the DAX futures market: some recent developments, Schmalenbach Business Review, Special Issue 1/02, S. 191-203.
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9. Deutsche Börse (1998) Euro-Guide, Frankfurt.
10. Eurex (2002) Eurex Produkte 2002, Frankfurt, Zürich.
11. Kempf, A. (1998) Short selling, unwinding, and mispricing, Journal of Futures Markets, 18, 903-23.
12. Wang, C. (2002) The effect of net positions by type of trader on volatility in foreign currency futures markets, Journal of Futures Markets, 22, 427-50.
13. Wang, C. (2003) The behavior and performance of major types of futures traders, Journal of Futures Markets, 23, 1-31.
14. Wiley, M. K. and Daigler, R. T. (1998) Volume relationships among types of traders in the financial futures markets, Journal of Futures Markets, 18(1), 91-113.