Concepedia

Christian A. Salm

CA

5

Publications

256

Citations

5

H-Index

2009

Active since

Affiliations

University of Münster(Current)

Christian A. Salm is an author at University of Münster specializing in business, finance, and financial economics.

Top concepts

FinanceBusinessFinancial EconomicsEconomicsAsset PricingGlobal FinanceQuantitative FinanceTime Series EconometricsManagementEmpirical Finance

Publications per year

2009–2015

5

Publications

5

Price discovery and investor structure in stock index futures

Martin T. Bohl, Christian A. Salm, Michael Schuppli · Journal of Futures Markets · 2010 · 128 citations · Full text

Market Microstructure, Empirical Finance, Economics +15

Positive feedback trading in stock index futures: International evidence

Christian A. Salm, Michael Schuppli · International Review of Financial Analysis · 2010 · 47 citations

Financial Economics, Positive Feedback Trading, International Finance +3

Do individual index futures investors destabilize the underlying spot market?

Martin T. Bohl, Christian A. Salm, Bernd Wilfling · Journal of Futures Markets · 2010 · 40 citations

Volatility Modeling, Spot Market, Time Series Econometrics +16

The Other January Effect: international evidence

Martin T. Bohl, Christian A. Salm · European Journal of Finance · 2009 · 30 citations

Empirical Finance, Time Series Econometrics, Social Sciences +17

Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach

Martin T. Bohl, Jeanne Diesteldorf, Christian A. Salm et al. · Journal of Futures Markets · 2015 · 11 citations

Volatility Modeling, Time Series Econometrics, Asset Pricing +18

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