Early unwindings and rollovers of stock index futures arbitrage programs : analysis and implications for predicting expiration day effects
John J. Merrick, Jr
| Year of publication: |
1989
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|---|---|
| Authors: | Merrick, John J. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 9.1989, 2, p. 101-111
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| Subject: | Arbitrage | Computerunterstützung | Computerized method | Index-Futures | Index futures | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001066579