Now showing items 1-3 of 3

    • Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange 

      Bialkowski, J.; Jakubowski, J. (Social Science Research NetworkUniversity of Canterbury. Department of Economics and Finance, 2010)
      This paper investigates to what extent underlying specific properties together with contract design determine level of trading activity on the Eurex derivative exchange. The study looks beyond systematic reasons extensively ...
    • Emerging Market Mutual Fund Performance: Evidence for Poland 

      Bialkowski, J.; Otten, R. (University of Canterbury. Department of Economics and Finance, 2010)
      This paper provides evidence on the performance of mutual funds in a prominent emerging market; Poland. Studying an emerging market provides an excellent opportunity to test whether the consensus on the inability of mutual ...
    • Is There a Speculative Bubble in the Price of Gold? 

      Bialkowski, J.; Bohl, M.T.; Stephan, P.M.; Wisniewski, T. (SSRNUniversity of Canterbury. Department of Economics and Finance, 2011)
      Motivated by the current gold price boom, we investigate whether the rapidly growing investment activities have triggered a new asset price bubble. We draw on the convenience yield model and use commodity dividends to ...