Narrow search
Showing 1 - 10 of 11
Cover Image
Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - 1987
Persistent link: https://www.econbiz.de/10000741962
Cover Image
Portfolio insurance with stock index futures
Merrick, John J. - In: The journal of futures markets 8 (1988) 4, pp. 441-455
Persistent link: https://www.econbiz.de/10001134550
Cover Image
Early unwindings and rollovers of stock index futures arbitrage programs : analysis and implications for predicting expiration day effects
Merrick, John J. - In: The journal of futures markets 9 (1989) 2, pp. 101-111
Persistent link: https://www.econbiz.de/10001066579
Cover Image
Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - In: The journal of futures markets 7 (1987) 5, pp. 483-496
Persistent link: https://www.econbiz.de/10001149644
Cover Image
Fact and fantasy about stock index futures program trading
Merrick, John J. - In: Business review / Federal Reserve Bank of Philadelphia (1987), pp. 13-25
Persistent link: https://www.econbiz.de/10001057986
Cover Image
Portfolio insurance with stock index futures
Merrick, John J. - 1987
Persistent link: https://www.econbiz.de/10000760593
Cover Image
Stock index futures mispricing : profit opportunities or risk premia?
Yadav, Pradeep - In: Journal of banking & finance 18 (1994) 5, pp. 921-953
Persistent link: https://www.econbiz.de/10001174020
Cover Image
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
Cover Image
Stock index futures arbitrage : international evidence
Yadav, Pradeep - In: The journal of futures markets 10 (1990) 6, pp. 573-603
Persistent link: https://www.econbiz.de/10001095879