Fact and fantasy about stock index futures program trading
| Year of publication: |
1987
|
|---|---|
| Authors: | John J. Merrick, Jr. |
| Published in: |
Business Review. - Federal Reserve Bank of Philadelphia. - 1987, Sep, p. 13-25
|
| Publisher: |
Federal Reserve Bank of Philadelphia |
| Subject: | Futures | Stock - Prices | Arbitrage |