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Hedging with mispriced futures
John J. Merrick, Jr. - Federal Reserve Bank of Philadelphia - 1987
Persistent link: https://www.econbiz.de/10005512278
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Portfolio insurance with stock index futures
John J. Merrick, Jr. - Federal Reserve Bank of Philadelphia - 1987
Persistent link: https://www.econbiz.de/10005512283
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Price discovery in the stock market
John J. Merrick, Jr. - Federal Reserve Bank of Philadelphia - 1987
Persistent link: https://www.econbiz.de/10005512319
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Early unwindings and rollovers of stock index futures arbitrage programs: analysis and implications for predicting expiration day effects
John J. Merrick, Jr. - Federal Reserve Bank of Philadelphia - 1987
Persistent link: https://www.econbiz.de/10005389580
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The hedging performance of ECU futures contracts
Saunders, Anthony; Sienkiewicz, Stanley - Federal Reserve Bank of Philadelphia - 1987
Persistent link: https://www.econbiz.de/10005389591
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Volume determination in stock and stock index futures markets: an analysis of arbitrage and volatility effects
John J. Merrick, Jr. - Federal Reserve Bank of Philadelphia - 1987
Persistent link: https://www.econbiz.de/10005389745