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institution:"Federal Reserve Bank of Philadelphia"
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Futures
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Stock - Prices
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John J. Merrick, Jr.
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Federal Reserve Bank of Philadelphia
National Bureau of Economic Research
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Philippinen / National Census and Statistics Office
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Basel Committee on Banking Supervision
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Federal Reserve Bank of Chicago
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International Organization of Securities Commissions
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
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Devlet İstatistik Enstitüsü
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Federal Reserve Bank of Atlanta
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C.E.P.R. Discussion Papers
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Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Institute of Finance and Accounting <London>
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International Accounting Standards Board
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Springer Fachmedien Wiesbaden
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Agricultural and Applied Economics Association - AAEA
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Asia Pacific Association of Derivatives
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Chambre de commerce et d'industrie de Paris
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Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
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EconWPA
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Richmond
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Universität Augsburg / Institut für Volkswirtschaftslehre
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Universität Zürich / Institut für Schweizerisches Bankwesen
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Université Paris-Dauphine (Paris IX)
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European Association of Agricultural Economists - EAAE
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Federal Reserve Bank of St. Louis
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Working Papers / Federal Reserve Bank of Philadelphia
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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
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2
The hedging performance of ECU futures contracts
Saunders, Anthony
;
Sienkiewicz, Stanley
-
Federal Reserve Bank of Philadelphia
-
1987
Persistent link: https://www.econbiz.de/10005389591
Saved in:
3
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
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4
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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5
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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6
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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