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~person:"John J. Merrick, Jr."
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John J. Merrick, Jr.
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1
Fact and fantasy about stock index futures program trading
John J. Merrick, Jr.
- In:
Business Review
(
1987
)
Sep
,
pp. 13-25
Persistent link: https://www.econbiz.de/10004967369
Saved in:
2
Hedging with mispriced futures
John J. Merrick, Jr.
-
Federal Reserve Bank of Philadelphia
-
1987
Persistent link: https://www.econbiz.de/10005512278
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3
Portfolio insurance with stock index futures
John J. Merrick, Jr.
-
Federal Reserve Bank of Philadelphia
-
1987
Persistent link: https://www.econbiz.de/10005512283
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4
Price discovery in the stock market
John J. Merrick, Jr.
-
Federal Reserve Bank of Philadelphia
-
1987
Persistent link: https://www.econbiz.de/10005512319
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5
Early unwindings and rollovers of stock index futures arbitrage programs: analysis and implications for predicting expiration day effects
John J. Merrick, Jr.
-
Federal Reserve Bank of Philadelphia
-
1987
Persistent link: https://www.econbiz.de/10005389580
Saved in:
6
Volume determination in stock and stock index futures markets: an analysis of arbitrage and volatility effects
John J. Merrick, Jr.
-
Federal Reserve Bank of Philadelphia
-
1987
Persistent link: https://www.econbiz.de/10005389745
Saved in:
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