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Atanasov, Vladimir; Merrick, John J.; Schuster, Philipp - In: Management science : journal of the Institute for … 69 (2023) 2, pp. 1275-1300

Persistent link: https://www.econbiz.de/10014295496

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

Portfolio insurance with stock index futures

Merrick, John J. - 1987

Persistent link: https://www.econbiz.de/10000760593

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergij; Gibson, Scott; Merrick, John J. - In: Journal of financial economics 101 (2011) 1, pp. 206-226

Persistent link: https://www.econbiz.de/10009242902

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergji; Gibson, Scott; Merrick, John J. - 2010 - First Draft: November 2007, This Draft: July 14, 2010

We study the dispersion of month-end valuations placed on identical corporate bonds by different mutual funds. Such dispersion is related to bond-specific characteristics associated with liquidity and market volatility. TRACE may have contributed to the general decline in dispersion over our...

Persistent link: https://www.econbiz.de/10008760338

Efficient market managers

Atanasov, Vladimir; Pirinsky, Christo; Wang, Qinghai - In: The quarterly journal of finance 11 (2021) 2, pp. 1-35

Persistent link: https://www.econbiz.de/10012649880

Painting the tape: aggregate evidence

Bernhardt, Dan; Davies, Ryan J. - In: Economics letters 89 (2005) 3, pp. 306-311

Persistent link: https://www.econbiz.de/10003183561