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Friedrich-Carl Franz

Goethe University Frankfurt - Department of Finance

House of Finance

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, Hessen 60323

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

1,185

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Crypto Covered Interest Parity Deviations

Number of pages: 61 Posted: 28 Oct 2020
Friedrich-Carl Franz and Alexander Valentin
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 768 (81,193)

Abstract:

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Cryptocurrencies, Bitcoin, Futures, Covered Interest Rate Parity, High-Frequency Trading

2.

The Index Effect Minute by Minute: Intraday Returns at NASDAQ-100 and MSCI U.S. Rebalancings

Number of pages: 49 Posted: 06 Oct 2019
Friedrich-Carl Franz
Goethe University Frankfurt - Department of Finance
Downloads 263 (289,513)

Abstract:

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index rebalancing, passive investment, index effect, index investing

3.

Forecasting Index Changes in the German DAX Family

Number of pages: 35 Posted: 17 Oct 2019
Friedrich-Carl Franz
Goethe University Frankfurt - Department of Finance
Downloads 154 (482,968)

Abstract:

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index rebalancing, passive investment, index effect, index investing, trading strategy