Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Year of publication: |
1994
|
---|---|
Authors: | Miller, Merton H. |
Other Persons: | Muthuswamy, Jayaram (contributor) ; Whaley, Robert E. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 49.1994, 2, p. 479-513
|
Subject: | Börsenkurs | Share price | Derivat | Derivative | Arbitrage | Theorie | Theory | Schätzung | Estimation | USA | United States | 1982-1991 |
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