Download E-books Liquidität am deutschen Kapitalmarkt: Erholungsfähigkeit der DAX-30-Titel (German Edition) PDF

By Christian Gärtner, Prof. Dr. Wolfgang Gerke

Christian Gärtner entwickelt ein Berechnungsmodell für die Liquidität mit besonderem Schwerpunkt auf der Erholungsfähigkeit der DAX-30-Titel. Dieses testet er mit den Intradaydaten für die DAX-30-Titel des vollständigen Handelsjahres 2003, indem er aus der Orderbuchtiefe Optionswerte berechnet.

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