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Crisis dynamics of implied def...
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Price discovery in the stock market
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000741960
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2
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
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3
Financial futures markets : structure, pricing and practice
Merrick, John J.
-
1989
Persistent link: https://www.econbiz.de/10000784716
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4
Hedging with mispriced futures
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000760574
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5
Early unwindings and rollovers of stock index futures arbitrage programs : analysis and implications for predicting expiration day effects
Merrick, John J.
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1987
Persistent link: https://www.econbiz.de/10000760575
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6
Portfolio insurance with stock index futures
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000760593
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7
Bank regulation and monetary policy
Merrick, John J.
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1985
Persistent link: https://www.econbiz.de/10001256799
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8
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
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9
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
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10
Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations
Ferson, Wayne E.
- In:
Journal of financial economics
18
(
1987
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10001020461
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