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Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - 1986 - 2. rev.
Persistent link: https://www.econbiz.de/10004664560
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Financial futures markets : structure, pricing and practice
Merrick, John J. - 1990
Persistent link: https://www.econbiz.de/10004075672
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Strategic trading behavior and price distortion in a manipulated market : anatomy of a squezze
Merrick, John J.; Naik, Narayan Y.; Yadav, Pradeep K. - 2004
Persistent link: https://www.econbiz.de/10004880892
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Hedging with financial futures for institutional investors : from theory to practice
Figlewski, Stephen; John, Kose; Merrick, John J. - 1986
Persistent link: https://www.econbiz.de/10004018341