Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?
| Year of publication: |
1994
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|---|---|
| Authors: | Miller, Merton H. ; Muthuswamy, Jayaram ; Whaley, Robert E. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 49.1994, 2, p. 479-514
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